Players can purchase and download Sony PSP games from the official PlayStation Store. The store sells both individual games and game bundles. A free Sony PlayStation account is required.
As the website displays games for all PSP versions, make sure that the game you purchase is compatible with your PSP. Compatibility information is right above the prices in catalog view and in the description on the individual pages of the games.
After buying a game, go to PlayStation Network from the XMB Menu. Select Account Management, then Transaction Management and finally Download List. Select Download List, choose the game that you want to download, and press the X button. Once the download is complete, navigate to Games and select Memory Stick to install the game.
Alternatively, you can use a computer to download PSP games. Install Media Go on your PC, connect your PSP to your computer via USB, and enable USB connection in Settings on the PSP. Click Store and then Download List in the computer application, and select the Download button next to the game you want to download. Media Go automatically moves the game to the PSP while downloading. Install the game once the download is complete.
Some games have demos available. Enable the demo filter on the left to only display games with demos. Likewise, you can filter by price, game type and play type. The website also displays user rating on individual game pages.