The other day, Nippon Ichi Software America confirmed that there was a slight hiccup in getting Black Rock Shooter: The Game onto the Playstation Network store in European regions. You will be glad to know that while specifics have not been provided as to why there was a delay – that the game is now available in the store.
If it is still not available in your PSN store, then there is a possibility your area of residence has not been covered due to licensing issues.