Best way to handle backing up your games is to use Sony's MediaGo software. Connect your PSP to your PC, and you can copy entire game downloads, as well as savegames, pictures, videos, and podcasts, to your hard drive. Of course, you should make sure you back up that data, either on a flash drive or in the cloud (via Carbonite, Dropbox, etc).
If you have a Mac, well, you'll just have to re-download them from the PlayStation store.
[quote name='saturnotaku']Best way to handle backing up your games is to use Sony's MediaGo software. Connect your PSP to your PC, and you can copy entire game downloads, as well as savegames, pictures, videos, and podcasts, to your hard drive. Of course, you should make sure you back up that data, either on a flash drive or in the cloud (via Carbonite, Dropbox, etc).
If you have a Mac, well, you'll just have to re-download them from the PlayStation store.[/QUOTE]