Am I Able to Download Movies to My Psp Through the Playstation Store?

I know it sounds like a stupid question but I've never used the PlayStation Store for anything and I am getting a PSP next week. I know you can purchase games for the PS3 and stuff but I guess I just don't understand how the transfer to PSP works. Thanks for your help in me understanding this!

Suggestion:

You go onto the store on your psp of course, You get movies, Full games and downloadable content. You can also get music I think.