Sorry, I'm a little confused here...
It doesn't matter what store you buy any PSP/PS3/PS4/Vita game on, you can always just download them straight to your Vita regardless. You can buy it on the web store and just download it on your Vita, it's not a 1-download per purchase system. Once you purchase a game, it will be tied to your account permanently, you can download it whenever you want as many times as you want on any system that you link your account to.
If for whatever reason you don't have access to a wifi connection for your Vita, then you're stuck having to use a PS3. CMA will only recognize content that's been transferred from a PS3/Vita, for example files downloaded from the outdated MediaGo can't be transferred from a PC to the Vita due to different file structures and transfer protocols.
But these days it's pretty difficult not to have access to a Wifi connection, private or public, assuming you live in the US as your country flag states. If you don't have access to Wifi on your Vita, just take it to a Starbucks or a library or something.