Suggestion:
you need to download two files for most games
first download and install the demo then the unlock key which unlocks the full game from the demo
Just Downloaded a Game from the Playstation Store but I Can't Find It?
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It will be under the games tab on ur xmb. It'll be in a bubble if you need to install it or it'll be an it'll be a big icon with the turtles on it if it installed. If you Dow loaded other demos then the ps3 adds ur games to a folder. Go thru the folder and pick tmnt.