Things You'll Need
Instructions
Turn on your Sony PSP and wait for it to boot into the PSP menu. Locate the "PlayStation Store" icon on the menu and select it with the "X" button.
Select the "Games" menu on the PlayStation Store and you will be presented with the available PSP games for your device.
Select a game and you will be presented with more information. This will include the price of the game. Select "Download" and you will be asked to input credit card information or Sony PlayStation Points card information. Enter in your information and your game will be downloaded to the device.
Exit the store once the download complete and access your game in the game section of the PSP menu. Select it to play.