Answer:
You first need to download a program called media go (which is provided free of charge on playstation.com). Then you need to install the program, and when you have it installed you can access playstation store for psp from that program. Then you log in to your playstation network account and buy the game. When you buy the game, plug in your psp using a usb cable to your computer and just click download and the program will automatically download the game directly from playstation store to your psp.
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Download the game file.
Connect the PSP to the computer.
Open the folder with the game and the folder of the PSP GAME folder.
Drag the game file into the PSP GAME folder.
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http://preciouspsp.blogspot.com
they have tutorials and games that you might need.
they have tons of free iso there.. they update the site regularly.
visit it to see for yourself.. no signup needed.
just direct downloads.
you download it on either the ps3 or the computer, then use a usb cable to transfer it to the psp