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That being said, I have a similar issue. I just recently bought a PSP, and downloaded a PS1 classic game from the PlayStation store (Spyro 1). I do not own a PS3, and it says something along the lines of that if you want to download it via PC, you have to use the Media Go app (like xOmniCloudx mentioned); but they seem to have discontinued the app as of January this year.
So is there any other way to get it from the PC to the PSP?
How does one download it without the Media Go App?
@ShadowWolf4, After looking it up, unfortunately you seem to only be able to do it with a PS3 now. That means once Sony cuts PS3 servers, PSP is seriously crippled unless they make a new service of some kind to allow it :(
This is GameFAQs. People here take great pride in ignoring common sense.