Sony PSP go Instruction Manual page 27

You can download games in the following ways.
Using a PC
Using the wireless networking feature
Using a PlayStation
Media Go
™
(included in the
supplied CD-ROM)
page 
 system
®
page 
Downloading games using a PC
Install Media Go
Step 1
Start Media Go
Step 2
Download (purchase) a game
Step 3
Start the game
Step 4
All methods described here require an Internet
connection.
page  page 
™
™
Playing games
EN