How to download games on psp 3004
There are different kinds of games for the PSP. There are Flash games, ISO/CSO games, PBP Games, etc. Depending on your firmware type, (Custom or Official) there are special kinds you can play:
Flash games are small, quick games you can play on your PSP Browser. They don't require special firmware to run. However, the flash games tend to run slow because of the lack of memory. Download them to your PSP/COMMON Folder and type in the location of the content in the address bar.
For PBP Games, you can download them from the PSN and save them to your PSP/GAME Folder. These games are mostly demos. The PBP Files should have its own folder under PSP/GAME. To play them, go to your game section of your XMB and if you did it correctly, the game should be there.
Now, for ISO/CSO files. These are Disc image files that can be played on your PSP. They're usually for backup purposes. You save them in your ISO Folder (You might have to make this folder). To play them, just play as you would with a PBP Game.