You can't.
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You may need the latest firmware, upgrade first and try accessing the games after.
You need your PSP to be upgraded to the latest firmware, in order to access the PSN and download games.
80020148 is the firmware error code. Try running the latest update, as some games won't let you play them unless you are running the most recent update.
Only if you have downloaded it on your Memory Card.
In order to play games for the original Xbox on the Xbox 360 you will need to have the hard drive. This is because the update is downloaded onto it.