Things You'll Need
Instructions
Download desired game from an Internet game site onto your computer.
Connect the PSP to the computer using the USB cable. The memory stick needs to be in the console at the time of connection.
Copy the downloaded game files into the PSP game path on the removable drive. This puts the downloaded game onto the PSP memory stick.
Disconnect the PSP from the computer once the game has been fully transferred.
Look in the PSP main menu from the game folder. Scroll to "Game" and select the memory stick option. Press the "X" button to display the list of available games.
Select the downloaded game and begin playing.