Here is a guide:
When programmers design games specifically for PSP, sometimes referred to as homebrew games. Some of these homebrew games are made for the PSP game that emulates the game for other systems, so you do not have any console is to play every game.
For example, a game that was made for Nintendo may be Homebrewed to play with the PSP console, so you can have the fun of Nintendo, but not cost. This is just one of many outlets for the PSP, because you can download the Homebrew PSP games from just about anywhere you can watch online.
to download PSP games on the Internet, you will need a PSP memory stick with enough memory. It is recommended that the staff has at least 1 GB of memory to accommodate the graphics, sound and all personal settings. However, these cards can get expensive, so if you do not have one or no money to buy a 256 MB stick will probably work. If your stick is brand new, it will have to be formatted before you download.
Important note: , you will need your PSP Firmware version 1.5 or less. If you have a newer PSP you May have to downgrade.
It's pretty easy to download games for PSP from the Internet onto your computer, then move the files from the PC to the PSP itself. When you connect your PSP to your computer via USB cable, the computer will recognize it as a removable storage device. Then the computer will assign a drive, usually f:. Disk, and then you can simply drag and drop your PSP games file to the Memory Stick
After the game for the PSP are transferred to memory stick, then tell the computer that you want to disconnect the PSP. After the computer gives the "all clear" you can safely remove the PSP.
PSP's main menu will have a list called the game and press the Memory Stick option. After you press X, a list of games on the memory stick. If there is an error displays, you might want to check the firmware version in use.
Now that you know how download games for PSP ... go there and give it a shot. This technique is used to download games to PSP countless times.