Free PSP games take hours to download, and you can just imagine the frustration that comes from downloading games the won't work because they're corrupted. You must avoid these downloads at all cost.
PSP game downloads that contain damaged files
It is sometimes impossible to detect if the free PSP game you're trying to download is corrupted or not. More often than not, a good source of advice are users themselves. Look for user ratings on the site where you're planning to download the free PSP game. If there's any instance of downloading corrupted files, considering looking for other sources of free PSP games. Among the good sources are forums, which sometimes have links where you can download the game directly.
Spyware and viruses in PSP downloads
Worse than having a file that won't work or open is a file filled with spyware and viruses. When downloading free PSP games, the last thing on your list is to download virus-infected files that will put your PC and PSP at risk. There are highly recommended sites for downloading free PSP games, videos, and music. Check the source of the PSP download to ensure safety. To prevent the risk of spreading and getting infected with viruses, what you can do is to make sure that you're armed with good antivirus on your PC. Scan the files first and delete the infected before transferring them to your PSP.
These are just some of the risks of downloading free PSP games. While there are good sites for these, not all can totally ensure safety. If you want to be updated with the latest games and have secure downloads, consider registering for sites that only ask for a minimal fee for unlimited downloads.