PSP Copy Error?

Maybe this goes in the help forum *too lazy*.

Trying to download Final Fantasy IX from PS3 to PSP. Getting an error that tells me "8010038: An Error has Occurred during the copy operation"

Anyone ever run into this before? Does the PSP have to be connected to the internet?

Ran into that error downloading FFIX as well. I don't know if the PSP has to be connected to the internet, but it certainly made it a much faster download and it didn't get the error again.