Things You'll Need
Instructions
Plug your modem into the Internet source.
Connect your modem to your wireless router with a USB cord by plugging one end of the USB cord into the modem and the other into the router.
Plug in and turn on your modem and router and wait for it to establish a signal (usually shown by lights on both the modem and router).
Turn on your PSP.
Click on the "Settings menu" and go to "Network Settings" and then "Infrastructure Mode" and then "New Connection."
Choose "Scan" to scan for a wireless connection. When you see your own connection pop up, highlight it and press the X button to select it. Your PSP will then connect to that Internet connection.