Sony PlayStation, PS2, PS3, PSP & PSP Go

[#1]

In the flyers I see the PSP with a small box next to it with a game.  Like this week, 'Bonus Dissidia Final Fantasy, $40 value'.  Or God of War next week.  What does this mean exactly?  Is it just advertising the game?  Or you can get the game free with purchase of a PSP?  If the latter, can you do so online somehow?  Thanks.