Is it possible to download PSN games directly to an external device?

Like the title says, is it possible to download games directly to an external device? I'm planning to get PS+ and really want Uncharted 3, but until my new hard drive arrives I only have 12gb internal storage and it's too large for me to download directly.

Thanks for any help.

Nope, you can't download or copy to any external devices. 

Thanks for the reply. I contacted customer support to see if there was an alternative solution and it turns out you can purchase them (for free) and then download them later, so problem solved.:)

Yup. You can actually just go to Playstation Store online and buy whatever you want and then add it to your download queue. It will then automatically download it to your PS3 whenever you tell it to or whenever your automatic update is. dalger21