Welcome, Game Over.
By downloading PSP games do you mean ISO's, or homebrew and Mega Drive roms, SNES roms, etc? If it's homebrew you're after then see this thread:
how to install free PSP games off the Internet. If you're after roms, you need emulators that'll work on a PSP first, which can be found here:
Seamonkey420's site for Civic Si, MDA, Sony PSP, Sidekick, XBOX, DVD, and more. Guides and Info. Your PSP needs to be version 1.50 to be able to use them though.
As for ISO's of PSP games, i'm against those: they're illegal. But maybe someone else can tell you.
