The Sony PSP hand-held video game system offers a variety of games, Internet connectivity and the capability to play music and videos. The games can be played from the PSP's drive and its memory stick. You can play games on the memory stick if you've purchased them on the Playstation Network (PSN) store or by downloading Homebrew games to the memory stick. Copying, trading, transferring and downloading games if you do not have the right to do so is illegal.
Attach the PSP to the computer by connecting its USB cable into the PSP's and PC's USB ports.
Download a Homebrew game onto the computer (See "Resources"). Save it to the desktop. Wait for the PSP window to appear on the computer desktop.
Right-click the Homebrew game and click "Copy." Paste the copy of the game into the "Memory Stick" folder on the PSP window. Wait for the transfer to complete.
Disconnect the PSP from the computer by pressing "O" on the PSP controller and removing the USB attachment. Navigate to the "Memory Stick" folder on the PSPs' main menu. Click the game you just saved and press "X" to play it.
Navigate to the "PSN" store icon on the PSPs main menu and press "X" to open it.
Click "Games" and navigate through the game titles displayed.
Click a game you want to play and select "Add to Cart."
Click "Checkout" and enter payment information such as a credit card number or PSN points.
Press "O" twice to return to the PSPs' main menu. Click on the games section of the PSPs' main menu. Select the game you just saved and press "X" to play it.