AHA! The answer is...
By Ryan Schuster in umd, PSP Go! on Jun 8, 2009
Sony has been talking about putting UMD's on the PSP Go.
They have not given a solution but I have an idea that hopefully they will consider. It's pretty simple really. Take you old PSP and connect it to your new one. Sony would have to give cables for this and also release special software for it too but I seems like a practical simple solution. You would just stick your game in the old system and it would read it and give you a digital copy. I just hope they do not have a dumb pain in the ass idea.
