try downloading games in .jar format (e.g. from www.getjar.com) and then sending them to your pc, either by using a USB cable, or bluetooth if your pc has it.
or u could download them straight to your phone using GPRS, but that might be expensive
PC Model: HP dv9340ea
OS: Windows Vista SP 1
WLM version: 14
MP!L version: 4.81