on the PSN webstore add it to the download queue, the next time your turn your PS3 on it will pop up with a message that it is adding itesm to the download list etc.
if you have the PS3 set to do the PS+ auto updates etc it will auto add them and start the download the next time it does these (if it is before you next switch it on manually).
Nice ! What's the website for the PSN webstore ? I'm on playstation.com signed in and not seeing anything obvious. This will be handy.