Concerning PSP DLs in the Playstation Store

I know you can download PSP titles in the Playstation Store, but I'm wondering if any of these (I'm talking in particular about the one that synchs music on a memory card or whatever, and allows you to "play" it...I think that's what it is, anyway) is able to be played on the PS3, or if they NEED to be transferred to the PSP in order to be playable.

Thanks in advance.