PSP Download Instructions
- 1). Turn on your Sony PSP and select the "PSN Store" icon on the far-right of the PSP main menu. The PSN Store will appear.
- 2). Select one of the categories on the PSN Store to see the list of available downloads. There are games, themes, wallpapers and add-ons.
- 3). Select an item to see more information on it. Select "Add to cart" when you have decided to download the item. Select "Checkout" to move to the purchase screen.
- 4). Enter in your PlayStation Points card or credit card information to finalize the purchase. Your download will begin immediately and will be installed automatically.
Source...