First of all you NEED to have a custom firmware installed on your PSP to be able to play downloaded (copied) games on your PSP (eg. 3.71 m33-4)..... I will be creating a tutorial on how to install CFW's soon. To check what firmware you have on your PSP scroll all the way to the left to 'settings' then scroll down to 'system settings' then scroll down to 'system information' ...This will tell you your MAC address, Nickname and most importantly your system software (firmware) version.
Step 1: Find the link(s) for the game you wish to download, these can be found at many sites on the internet...(PM me for details of these sites) and download the files...normally via a sharing site like rapidshare or megaupload.
Step 2: Once you have downloaded all parts of the game you wish to play, you will most likely need to decompress the game with WINRAR. You can download this programme HERE.Just right click on the first part of the .RAR file and select 'extract here' and enter the password (if there is one) and WINRAR will extract either an .ISO or . CSO file to the same folder that the .RAR files were located.
Step 3: Plug your PSP into your PC using the USB cable and create a USB connection. Copy the ISO or CSO file to the 'ISO' folder on your psp......This may take up to 10 minutes depending on the size of the game and the speed of your PC.
Step 4: Turn off the USB connection by pressing 'O' on your PSP.....Disconnect the PSP from the PC, then turn the PSP off. Restart the PSP and and go to the 'game' section of the PSP. Scroll down to 'memory card' and press X....There will be a file with the same name as the game you copied.Press x and the game will load.
Step 5: Enjoy never having to pay for a game again!!!
If you need ANY help post here!!!.....