Instructions
Use a file sharing network or a PSP game website to download a game to your computer. Or use the game's actual disc to burn it to your computer. If the games is downloaded in a compressed format, unpack the files and save them in a folder on your computer.
Insert your memory card into your PSP. Most PSP games are at least 500 MB, so make sure that your memory card can support that amount of storage space.
Hook up your PSP to your computer using your PSP USB cable. Allow your PSP a few seconds to hook up to your computer.
Switch your PSP mode from normal to USB on your main menu and select "Homepage" on your device. Select "Settings" from the "Homepage" menu and select "USB Connection." Press the "X" button on your controller.
Pull up your computer's library directory. Find the PSP drive in your "Computer" tab. It will usually be in the C: drive directory.
Find your saved PSP game on your computer and drag and drop the game's files into the PSP drive. You should drag the game into the folder labeled "PSP Game." Allow a few seconds for the game to load into the PSP drive and disconnect your device from your computer.
Navigate to your memory card settings on your PSP and check to see that your new game is loaded to the memory card's folders. It will now be saved on your card.