This depends on the error message, however it could be because it's already downloaded or you don't have enough space left on your hard drive. See related links below for the PlayStation 3 Error Knowledge Center.
go to the PlayStation store and buy it then download it.
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
You do not download the disc to harddrive you must purchase the game at the PlayStation store as a download to download the game to harddrive
You can't, you have to download it off PlayStation PlayStation store on the internet or another website.
You have to buy and download them from the PlayStation store
You can download the single-player demo on the PlayStation Store. The full game is not available for you to download it.
It goes under your games column
No you can not purchase game downloads or add ons from other than the Playstation Store for the PS3. The Playstation Store has the exclusive rights to download video games for the PS3
no you can not even download PS3 game except from the Playstation Store
yes. you have to download everything that is not on the game disc although not everything is from the Playstation store
You pay with your Playstation Wallet Money after you have logged into your account and before you can download the game
No you can download a game from the PlayStation store, but the game disc must be inserted into the console each time you want to play.