Things You'll Need
Instructions
Download, install and open Sony Media Go from www.sonycreativesoftware.com/products/mediago/default_enu.asp?page=download. When the program is installed onto your computer, it will ask you where all of your media is stored. Direct the program to your videos, music and photos.
Insert a large-capacity memory stick into your PSP and connect the Sony PSP to your computer with its USB cable. It will show up in Media Go. On the left side of the program there is a vertical menu. Located near the bottom is a link named "Playstation Store." Click onto that link and you will be directed to the Playstation Store where you need to sign up for an account. You also either need to link a credit card to the account or purchase Playstation points that are available at any major electronics store.
Navigate through the store, browsing the many different PSP and PSX (Playstation 1) games that are available for download. Once you have chosen a game you want to download, click the download button, confirm your purchase and wait as the game downloads. Once the game is downloaded, it will automatically install onto your PSP memory stick.
Disconnect the PSP from the computer. You can do this by pressing the "O" button on your PSP. Once the PSP is disconnected, you can navigate to your game the same way you play your disc versions of PSP games. Go to the PSP game menu, find your game and select it.