PSP Fanboy hosts a variety of demos. Download them by visiting
Download the demo files. Connect your PSP to your PC via USB cable.
Browse the files of your Memory Stick. Go to the "PSP" folder:
Then, go to the folder named "GAME."
Make sure you create the appropriate folder (provided in the instructions):
Place the files into the created folder. Make sure EBOOT.PBP (and any other files, if included) are located in the folder: