Things You'll Need
Instructions
Downloading via the PSN Store
Connect to the PlayStation Network Store and sign in using your PSN account email and password. You can go to PlayStation.com and sign up for a free PSN account. You will also need to link a credit card to that account or buy a Playstation Network Card.
Search through the large list of PSX games on the PSN store and select the one you would like to purchase. Confirm the purchase and your download will begin. You will be notified how big the download is, so make sure you have your memory stick inserted into your PSP and that there is enough space on it. When the download completes, it will automatically install it onto your memory card. Exit the store by pushing the "Home" button and selecting "Yes."
Scroll through the PSP menu and access the game section. Find your game and select it to play. The buttons will be the same as on the PlayStation controller.
Using Remote Play
Connect the PSP to the PS3 using its USB cable. Turn on your PS3 system and scroll through the menu until you get to "Settings." Select "Remote Play Settings" and register your PSP with your PS3 and press "Ok." Disconnect your USB cable from the PS3.
Insert your PSX game disc into the PS3 and scroll through the PS3 menu until you get to the "Network" heading. Select "Remote Play." Navigate to "Remote Play" on your PSP. You will be asked to connect to a network. Select the "Playstation3" option. You will now be able to navigate through your PS3 menu with your PSP.
Scroll to the PSX disc in the game section and select it. The buttons on the PSP will be the same as on the PSX controller.