Things You'll Need
Instructions
Visit a place where you can connect to wireless Internet. To go to the PlayStation Store, you must be in an area where you can connect to the Web.
Place a Memory Stick Duo inside your PSP. The Memory Stick Duo is the only kind of memory that the PSP accepts. Open the memory flap on the right side of the back of the PSP. Slide the Memory Stick Duo into the slot and close the flap with your hand.
Press the PSP's "Power" button. When the PSP boots up, move to the "PlayStation Network" category. Press "X" to open it.
Move the directional pad downward until you come to "Video." Press "X" on "Video" to open it.
Find a video you would like to download. Press "X" on the file and select "Buy Now." Select "Confirm Purchase." Enter your credit card information if the video costs money. Save the video to the Memory Stick Duo.
Exit the PlayStation Store by pressing the "Circle" button a few times. You will end up on the main menu. Go to the "Video" category on the menu by moving the directional pad to the right until "Video" is selected. Press the "X" button to open it. Move downward until you find you newly downloaded video. Play the video by pressing the "X" button.