The PSP's PS Store is Getting Removed in Certain Territories

It's not as bad as it sounds.

Sony is going to remove access to the PlayStation Store from the PSP in multiple territories such as Europe, Oceania, Asia, and some parts of Africa. As of now, North America will not be affected.

Don't worry though, you can still access your games. Only the PS Store application itself will be removed, the background infrastructure will still be intact. Players will still be able to purchase content for PSP via the PlayStation Store on PC or PS3, then the purchased games will appear on the PSP's download list for you to transfer from PC or PS3.