According to the source above, Sony has commented that it is definitely thinking about a future direct PSP Playstation store which will cut the middle men out of the equation (ie the PC and PlayStation 3 console).
To quote: When asked if the storefront would eventually be accessible via PSP, SCEA director of PSN operations Eric Lempel told MTV Multiplayer, "Clearly that's something we're thinking about. With the capability of the PSP it's something that should be possible.
It's just a matter of priorities and some technology that we need to make it all work right and make sure the content is delivered securely, just to protect some of our [intellectual properties]. Yeah, it's definitely something we're thinking about."