The pat, fanboy response will likely be to buy more points and find more games to download, but we're not too excited about the prospect of spending more money just to get our change. Even worse, those without a credit card are thus far stuck laying out $20 for a 2000 point card at retail. That's a lot of mark up if all you want is a single $5 NES download.
We know Xbox Live has a similar system in place for their Microsoft Points, but their minimum purchase price is only $5 and there are small, 100 point items available to soak up your leftovers in a pinch. Sony has them both beat, though, letting you deposit exactly the amount you need when making an online purchase instead of grubbing for a few extra bucks with every transaction.
The whole point of digital distribution is to make buying games and content simpler. Forcing us to buy extra digital money we might not want does not serve that goal.
PS3 delights vs. PS3 annoyances
Wii delights vs. Wii annoyances
Xbox 360 delights vs. Xbox 360 annoyances