Sony has already started releasing PSP games onto the PSN for download. I believe that the PSP-4000 and PSP2 are different machines altogether.
The PSP-4000 probably wont be anything more then a similar upgrade as the PSP-3000 was. Pretty much a manufacturing cost cutting upgrade.
The PSP2 wont be out till next year and will fix a ton of issues that the PSP had, like adding a second control nub.