Is there anything i can download on my PSP that holds memory because i do not have a memory stick!!?

Answer 1

no.

memory is held in an actual item. in a computer, for example, the memory is held in a place that you can physically see if you open the computer hard drive up. it is hardware

things that you can download are programs, they are software. for example, if you download something that has a size of 244kb, it can hold nothing, and will make it so that the psp is holding 244kb worth of information