The PSP is one of the most popular and state of the art handheld games consoles around, and now you want to Download Games for your PSP because buying them from the shops all the time is very expensive. It is very easy to download games you just need to know a few simple things.
Firstly you will need to find out which version of firmware you have, you'll need the earlier versions 1.0 or 1.5 the newer firmware 2.0 dose not let you play downloaded PSP games. You will also need the memory stick duo.
You then need to find a good site to download PSP games, there are a few different types and knowing which ones to use that are not a waste of time or money can also be tricky. My advice is to find a site that only charges a one time only membership fee (usually around the price of one game from the shops) that gives you access to unlimited downloads. There are other types of download site such as the totally free ones, which are supported by advertising, this means you'll get bombarded with advertising banners and pop-ups before you get to the download page, and these sites typically leave lots of malicious Viruses on your computer. Then there are sites which charge monthly subscriptions and or pay per download fees, in my opinion these are just a waste of money.
Once you've chosen your site, you'll need to download the game on to your computer, making sure the file ends with .PSP, then you have to insert your memory stick duo. Then connect the PSP to your computer via the USB cable, then copy the games to your PSP making sure you place them in the 'PSP' 'GAMES' folder, if this folder does not exist then you'll need to create one on the Memory stick duo. Once you've done all that your ready to play your games.
A good site to download PSP games will have all the instructions and easy step by step guides to take you one step at a time through the whole process, and some good PSP sites have 24/7 customer support in case you get confused.