Things You'll Need
Instructions
Using PSP (Wireless)
Insert your PSP's memory stick into the memory stick slot of the console.
Connect your PSP to the Internet using your home's wireless Internet connection. Sign into your PlayStation Network account and go to the PlayStation Store. If you don't already have one, you need to set one up. This is done using your PSP console or by visiting the official PlayStation website, PlayStation.com.
Browse the PlayStation Store using the PSP's directional pad and add any games you wish to buy to your cart by selecting them with the X button. You can also view previous titles downloaded using your PSN account by selecting the "Downloads" tab at the top of the screen on the PlayStation Store. These downloads can be downloaded again at any time. Make sure there's enough space on the memory stick before downloading any more games.
Highlight the game and select "Download" after it is purchased. When it finishes downloading, it will install. Do not remove the memory stick while the game is installing. This could damage the file or your memory stick.
Using Media Go (Through PC)
Download and install Media Go to your PC. Media Go is free software available for download from Sony. It can be found at the link below.
Connect your PSP to your computer using the USB cable included with the console. The big end plugs directly into your PC. The small end goes into the top of your PSP console.
Power on your PSP console and set it to USB mode.
Open Media Go and sign into your PlayStation Network account.
Visit the PlayStation Store by clicking the PlayStation Store icon. Buying games using Media Go works identically to how you would buy them using the PlayStation Store on your PSP or PlayStation 3 game console, only using your PC instead.
Wait for the games to download and install to your console. Disconnect your PSP from your computer by bringing it out of USB mode after the process is complete.