PSP Download sites
There are many PSP download sites like PSPBlender, MyPSPCentre and many others which allow you to download games for a lifetime fee. These site made use of peer to peer network for you to download PSP games and it may take up a day or more just to download 1 game.
Another alternative is to download games from forums where user have upload the games to file storage server like, Rapidshare, Megaupload and others. This will activate the download immediately just as you download file from any server. It will take less than 3 hours to download a 1GB game depending on the bandwidth and your broadband speed. You need to be a Premium member or there will be bandwidth limit for free users. PSPISO is a forum where games are uploaded using this kind of method.