Not really worried about this. For many early adopters of the PSP and those who saw the PSP's potential not being tapped into properly by SONY, this feature is too late anyway.
Also, its possible that if you have a PS3, you can still download PSP stuff to the PS3 and THEN transfer from PS3 to PSP.
With that said, it still would be nice if circumventing this "check" is in the to-do list of some of the PSP scenes best and brightest.