In order to do this, you will need the following (Also works with PS Vita):
-Windows, Mac OS X, or Linux
-A wireless router that both the PlayStation and Computer can connect to
-Charles Proxy [You will need to obtain it from the site itself]
-A PlayStation 3 or PlayStation Vita
SETTING UP CHARLES PROXY:
1. Make sure the PlayStation and Computer are connected to the same rounter / Network
2. Install Charles
3. Load up Charles
4. Enable the PlayStation's Proxy [Settings>Network Settings>Custom>Proxy>Use]
5. Now, enter the Address [Found in the help section of the Program under the IP]
6. Type the port into the PlayStation 
Your proxy is now setup and ready to use!
OBTAINING THE PKG FILE:
1. Sign into the PlayStation Network
2. Find the game [Must purchase, or have already purchased] you want the PKG File to
3. Once you find it, simply press the download button
4. On the Charles Proxy Tree, a folder should appear with something like "zeus.dl"
5. Extend the Folder Tree and find the file (Most like a bunch of random letters and numbers)
6. Right click on the PKG File
7. Press "Copy URL"
8. Paste the URL in your browser of choice
9. The PKG File should start downloading within your browser once link is entered
10. Now check your downloads folder for your Official PKG File!
NOTE: This will also work for obtaining PS Vita Firmware, PS3 Firmwares, PSP Firmwares, etc. This tutorial also allows you too manually install firmwares to the PS Vita and PS3!
Anyway, props to the creator of such an awesome proxy!