Does it cost to download games to PSP?

No- the games are definitely cheaper than UMDs, but they are not free. Basic games are around $30 Australian Dollars. Popular games like Gran Turismo 5 max about 50.

must have winrar and xp under

I may not be helping but I havent tried it yet it works only for xp and black xp and under i think

download a game from the internet psp compatible that says iso or cso change the whole name to EBOOT.PBP and put it into the game folder and put another folder that is the name of the downloaded game put the pbp file and play sorry if it doesnt work