No they don't have to be downloaded, just purchased, that's not the point tho:To take the confusion out of how long games will be available on PSPlus we're going to limit them to just one month from now on, haha so f you subscribers!What a bunch of asshats.http://blog.us.playstation.com/2014/05/29/playstation-plus-2-titles-per-month-for-ps4-ps3-ps-vita/