Sony PlayStationPortable Go Instruction Manual page 29

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.
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™
™
Playing games
GB