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You can't, you have to download it off PlayStation PlayStation store on the internet or another website.

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Q: How do you download a PSP game off the disk and on to the PSP?
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How do you get gta 4 for psp?

go to a game store or download it off the store

Can you download pictures off the internet on to your psp?

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Can I install my friends Xbox 360 game disc into my Xbox?

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