Things You'll Need
Instructions
Download and install Sony Media Go on your PC (see link in Resources).
Open Media Go, and click on the "Games" link in the left side-panel of the Media Go interface to display all your PSP games. Click on the "PlayStation Store" link to browse and download games if you don't have any yet.
Plug your PSP console into your PC using the supplied USB cable. Go to the "USB Connection" option in the "Settings" menu of your PSP home screen to start the connection.
Highlight the games in the Media Go software that you want to transfer to your PSP. Find the option called "Add item to" at the bottom of the screen. Select your PSP from this list, and click "Go."
Click "Games" in the "MyPSP" menu in the left side-panel to check that it copied across properly. If not, you may not have enough space on your PSP Memory Stick.
Press the "O" button on your PSP to end the USB connection before you unplug your PSP. Navigate to the "Games" section on your PSP home screen to start your game.