Turn on your computer and open your Internet browser (e.g. Internet Explorer, Mozilla Firefox, etc.).
Go to the website with the game you want.
Go to File and then Save Page As after it has loaded.
Go to My Documents and find a folder with the name of the website you went on.
Look for file with an "swf" extension, rename it the title of the game, and delete all other irrelevant files. Right-click and press Copy.
Connect your PSP to your PC, go to Settings and go on USB Connection
Close My Documents and then go on My Computer.
Click on "Removable Disc (E:)", where "E:" is your first available drive letter.
Click on the Games Folder. Note: If you can’t see that folder, create one. Right-click and press "Paste".
Open the Internet browser and type in the game title.
Close "My Computer", disconnect the USB cable, and have fun!
For more in depth steps try the following
How to put flash games on your PSP
If you want to play Flash games on your PSP but are not sure how to get started you are in the right place. Below you will find instructions on enabling your Flash Player and places to get some free games. Once you go through these steps once it will be a snap to get Flash games to play on your PSP.
Firmware 2.70 or later
The Flash Player for the PSP is included with PSP Firmware 2.70 or later. To find out what version you have go here – http://www.us.playstation.com/Support/PSP/Hardware/s_psp_hs_SC.html
If the System Software Version says 2.70 or higher then you are ready to continue to the next section. If not then you will need to upgrade to a later version by going here – http://www.us.playstation.com/PSP/Downloads/SystemUpdate
Internet Connection – At least one time
You need to enable the Flash Player on the PSP. In order to enable the flash player you will need to be connected to the internet at least one time. If you don’t have your own WiFi router then you can try to find an open one near you. The best places to try are High Schools, Colleges/Universities, and some restaurants, like McDonald’s. Starbuck’s may work but you might have to pay a few bucks to get enough time to connect to enable the Flash Player.
Here are the official instructions on connecting to the internet with your PSP – http://www.us.playstation.com/Support/PSP/WebBrowser/default.html
Enable Flash Player – One time
Once you have access to a WiFi connection you will need to enable the Flash Player. You can go here for the full instructions -http://www.us.playstation.com/Support/PSP/WebBrowser/s_psp_wb_fl.html
Getting Flash Games
The PSP has quite a few limitation when it comes to Flash content. This means that not every game you can play on your PC will work on your PSP. Some .swf files are simply too big for the PSP to load. Others may require too much CPU speed in order to run smoothly, or at all. And others may simply require buttons or keys that the PSP does not have, like the Space bar.
So now you just need to go and get some Flash games. There are a bunch of ways to do so. But assuming you want the easiest solution I suggest you go to http://www.psponme.com/. This site has a bunch of games that should work on the PSP and some detailed instructions on how to download them straight from the site either using just your PSP (WiFi connected) or using your PC (Use PC first and then transfer the files to yoru PSP via USB or directly to Memory Stick). Another site that has some games made specificaly for the PSP and a forum where you can get some more useful information is http://www.pspflashgaming.com.
References :
http://www.wikihow.com/Put-Flash-Games-on-Your-PSP