PSN GT5: Prologue is online-only, says site
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According to this, if you downloaded GT5: Prologue from PSN yesterday you may find that you can only play it if you're connected to the service. As in, you can't play it offline.
Also, you can't transfer the file, as it's linked specifically to the account that downloaded it, although we can't quite see why you'd want to do that anyway.
Sounds like it might have been better to buy the disc, no?