Help Please!!

I have a DS with R4 and was thinking of getting a psp but I don't know what program/cartridge thingy I need to do what I do with R4, You know like downloading games. I know you can do it but I don't know what to buy.

you can just hack a psp, and download games and emulators into your memory stick

It may be tough to change your firmware though if it is brand new, try buying a pre-chipped one, it saves the hassle!