You can download "psp action replay". or browse the web.
Chat with our AI personalities
If you mean a game save [under Game > Saved Data Uility on your XMB] then the games that you play will automatically load those for you. If you mean a saved homebrew game, read the readme.txt they usually come with, it will tell you to move all the data to "psp/game" or maybe "psp/game150" ect..
you can actually download saved data from this site: www.gamefaqs.com/psp
delete the data and puted in your psp
You will need a memory stick for ALL things you want saved on the PSP.
Er................No!