PSP "Get Connected" USB cable package - Can you *play* transferred games?

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Hi guys, My husband and I got his 11-year-old son the "Get Connected" transfer package for his birthday a couple months ago. Between summer camp, vacation, etc. it's just coming out of its package! Calum (the kid :)) was under the impression that just as it allows you to watch movies on the PSP, it would allow him to play PS2 games on his PSP. In looking at the memory size of what's being transferred, I can't imagine this is the case; can anyone confirm whether it is, indeed, simply a tool for moving files back and forth (with games, at least) - without any further perks, i.e. being able to play the games? Thanks for your help! ~Sara