@skipper and everybody else who's got problems with the free WO download: You don't wanna actually download the .xpd file of both the activation and the game, but choose "open with" (with the PSNDownloader being the program of choice obviously) firstly to activate and secondly to download the game through the PSN.
I couldn't find a solution ANYWHERE on the net, but apparently there are loads of people with that problem. I found it out by accident, when I tried downloading the file again (because I figured there's some sort of time limit on it) and chose "open with"
Hope that helps!

I think it's actually very playable with the PSP's d-pad