Well, I am quite surprise when many of friends do not even know that downloading of Sony Playstation Portable (PSP) is possible. So, I am going to tell you how you can do it.
First of all, you have to know where to download it. Believe me, when you start searching for it with leading search engines, there will be ton of rubbish starting to come out in the top searches. Even it is a genuine download websites, the link may be already dead. But before you start downloading, you must have Torrent Client like Bit Torrent of Bit Comet. Direct download is not going to be there for a long time due to space constraint. So it will take a very long time for you to just search for it. In my personal opinion, the most comprehensive website for game downloads would be Torrent Portal . In here, not only you can find Torrent download files for PSP games, it also offers PC and other games for other platform.
Alright, it is not the end after you have completed the download, the files within are usually compressed files usually would require you to have winzip or winrar to open them. However, after opening them what you would normally see are files with numberings and one of the files which is the odd one out with either zip or rar extension. So what you need to do is to open up the rar file and it will compile the rest of the files with numbering together into one file. That would be the file that you have to load it into your PSP.
While it is easy to load a file into your PSP, there are actually people who do not have the slightest idea on how to do it. So in order to link your PSP with your PC or laptop, you have to switch your PSP to connection mode and your PSP will works like a typical flash drive. Then load the CSO or NTI ISO files. Remember PSP only recognizes this two file extensions. You have to be aware whether you have enough space in your memory card before loading the games. Have some free spaces for your save files.