Items you will need to do this: A PSP, Memory Stick Duo, Computer with internet access, USB cord, and the newest firmware on your PSP.
Now, what you do to put games on your PSP is you open a web browser, like Mozilla Firefox, Internet Explorer, or Netscape, and go to File/Save Page As, and save the page with the game you want as a complete web page.
Then, find the game file you want to put on your PSP, and save it in the common file of your PSP's memory card. (If you don't have a common file then make one)
You now have a flash game on your PSP! (Make sure you have the latest firmware on your PSP so that you can use flash, and make sure you have flash enabled)
To play the game, go to the PSP internet browser and type in filepspcommon(whatever you named the file) in the address bar. (It would be good to bookmark this page, so you won't have to type it in every time you want to play) Happy Gaming!
(You can also go to a search engine, and type in “PSP flash portal” to find a flash portal. Follow the instructions to put it on your PSP.) A PSP flash portal is a flash menu that includes games with the download, and you can access the games from the flash menu.
Some also come with some cool flash applications, and some have videos on them.
Some of the best sites for online Flash gaming are: Newgrounds, Addicting Games and Armor Games.