After you have an online connection and go to the PlayStation store the main problem you could have downloading is paying for it after you found something you want to download. See link for PlayStation Store under related links
You can legally download games from the PlayStation Store on the PlayStation Network.
The Complete Playstation Store is not on the part of the Playstation Network that you access from the PC and you will be able to buy and download from the PS3. You can not download and load and play games into a PS3 harddrive except from the Playstation Store.
Games are purchased at the PlayStation Store and downloaded into the PS3 harddrive. You check the PlayStation store and if the game is there purchase and download it. You must have an internet connection to download
If your PS3 is connected to the PSN or Playstation Network you can purchase games at the Playstation Store.
You need an internet connection and a Playstation Network Account if you mean the Playstation Store
You can get full games in the PlayStation Network (psn) store
You may purchase and download PSP games from the PlayStation Network Store, accessable from the PSP's menu.
Full PSP games can be downloaded from the PlayStation Network store. The PlayStation Network store is accessible via one's PSP where full PSP games are available for purchase and download.
Purchase them from the PlayStation Network Store
By using the Play Sstation store and selecting download or by using the LittleBigPlanet store and searching through the pages for free costumes. Playstation Store has the rights to exclusive download of games and add ons and you do not get to download games and add ons off the internet except from the Playstation Store and on the Playstation Network.
If you have a playstation network card, you can download anything from the playstation store, as long as you don't exceed the money limit on the card.
The Playstation Store has exclusive rights to download games and add ons so you can not download from your browser only from the Playstation Store.