Things You'll Need
Instructions
Insert your Memory Stick Duo into the PSP's Memory Stick slot.
Connect your PSP to the Internet. Make sure the WLAN switch on the console is switched on. Then power on the console and scroll to the Settings icon on the PSP home menu. Scroll down and press "X" to select "Network Settings." Choose "Infrastructure Mode." Your PSP walks you through the rest of the process. If your wireless connection is encrypted, you need the key to allow your PSP access to the network.
Sign into your PSN account. If you don't have one, sign up online (link in Resources) or directly through your PSP. This is all done by scrolling all the way to the right on the PSP home menu and selecting the "PlayStation Store" or "Account Management" icon. Your PSP will walk you through the sign up process.
Choose the PlayStation Store icon to enter the PlayStation Store. Browse the store using the directional buttons, confirming choices with the "X" button and going back by pressing "Circle." Select "Buy Now" to buy individual games or "Add to Cart" if you plan on buying more than one at a time. The Shopping Cart is at the top right of the screen.
Confirm your purchase to add funds to your account and start the game download. You may be prompted to enter your credit card information. After downloading, the game will install. It's now on your PSP Memory Stick Duo (or your PSPgo System Memory if you own a PSPgo).