I dunno if anyone knows, but you can download ISO's into your PSP (Download the rips from the internet, but you need a memory stick of 512mb or more, 256 might be pushing it) and use Fastloader 0.7 (seems to work best, UDMloader is too complicated).
I downloaded Burnout Legends and man... fucking awesome lol. I'm also downloading Socom!
You need a psp 1.5 (2.0's won't work :D)
I'm sure a lot of people here own PSP's. Have any of you tried it?