Last night I was having "fun" trying to get a Windows 2000 PC to work with the PC version of the Playstation Store.

Sadly the software you need to be able to download the content isn't compatible with Win 2K. But I managed to make the items appear as part of my Store downloads list.

When I returned home and logged into my account and checked my download list it showed the Demo for Patapon which I then downloaded to PS3 the transfered it to my PSP as it doesn't run on the PS3 but can be stored there. The demo transfered without an issue and appears under Game data on the PSP's XMB. 

I will attempt the same procedure to see if I can download full games this way. I'm after Syphon Filter Combat Ops and Beats.