First, let me just say, be careful when downloading and playing these games. WARNING: You may "brick" your PSP. This means you need to make sure to install the correct firmware, and install it the right way, or else your PSP may stop working entirely. If you do not plan to download a different firmware, then disregard the warning.

• First, to download the game, there are two websites you can go to: PSP Online Info, and PSP Games. Each contain full PSP downloads along with regular news and information. The websites each fully explain the steps to take to download the game to your computer.
  • Just a note: It is good to have a memory stick in your PSP. The higher capacity of the memory stick, the more games you can download and store.
• Now, when the download has finished you most likely will have a .zip or .rar file. Extract this file using WinRAR or WinZip. A seperate folder should now be available Then connect your PSP to your computer with a USB cable.
• Navigate to find the PSP folder. Within this folder will be a GAME folder. Put the folder you previously extracted into this GAME folder.
• After all files are transferred, disconnect your PSP, and select GAME from the main menu of your PSP. In here should now be your newly downloaded game.

If you experience any problems, you might want to check your firmware version (REMEMBER MY WARNING). Check any Read-Me files that may have any instructions. Now enjoy playing all the PSP games you want.