How Do I Play a Game I Downloaded from the Ps3 Playstation Store?

I got Call of Duty Classic and downloaded it. But I can't seem to find it anywhere in my ps3 screen. Please help. I spent $15 on it :

Suggestion:

games are listed in the game section of the xmb after they are downloaded and installed .scroll down and find a folder called unknown if you have games sorted by folder – hit square to re-sort
most games have 2 files to download – a demo and an unlock key so make sure you've downloaded everything necessary and installed – if you need to redownload go to account management / transaction management / download list