Sony have announced
the PlayStation Store for the PC:
It’s the answer to every PSP® (PlayStation®Portable) owner’s dreams: an all new website that, similarly to PLAYSTATION Store on PLAYSTATION®3 (PS3™), brings together in one place all the great PSP content – and, this time, makes it available from your PC. Access to the site is completely free, with no purchase necessary and no subscription required, leaving you to enjoy PLAYSTATION Store when and how you like.
Basically there's demos and trailers and a bunch of games you can buy for your PSP. The press release
has some more information.