With its 2.0 firmware update, Sony's PSP system gained a fully functional web browser application. The browser can be used to surf the Internet and to download and save any file that will fit on the PSP's memory stick. You need only a few steps to download a file from the Internet using your PSP's browser.
Insert a Memory Stick Pro Duo into the memory stick slot on the side of the PSP system. Turn on the PSP system and open the browser. Navigate to the website from which you wish to download the file.
Use the PSP's analog nub to move the mouse cursor over the link to the file you want to download.
Press the "Triangle" button and select the "Save Link Target" option from the Context menu. Allow several minutes for the file to download onto the PSP's memory stick. If the file is in a format that is supported by the PSP system, you can access it under its appropriate section of the XrossMediaBar (Music, Photo or Video). If it is not a format the PSP recognizes, the file will be stored on the PSP's memory stick until accessed by a computer.