This is why my first post was asking if the system has been activated.
Anyway, less bickering and picking apart each others posts and more helping the OP
Helping the OP as best i can which is why i showed the links, giving him peace of mind he isn't the only one having these problems, and showing him that ( Some games cannot be copied from the PS3 system to your PS Vita system, or cannot be downloaded using your PS Vita system.)
If games have been bought and downloaded from PS Store and cannot get them to work on Vita ( even when shown they are compatible ), best call Sony and get tech help.
Being NEW to playstation forums I do not know how to reply to everyone for their valued help so THANK YOU to everyone who offered support and advice, much appreciated!!!
I have now resolved this issue, I returned to my local gamestation who looked at my issue also, they had given me the PS3 game redemption code NOT the PSVita code.
I have to say that they could not apologise enough and gave me correct codes without question and also a screen protector and cloth as they couldn't refund me for the Lemmings that is STILL NOT AVAILABLE at this time.
All in all a good learning curve for myself and will have no worries on asking help on this forum, thanks to everyone for your time