Instructions
Launch and enable a proxy server program on any PC on your network, according to its instructions. Many free and paid anonymous proxy programs exist, all of which will work with your PS3.
Write down your PC's local IP address, usually displayed by your proxy while running. You can find it by clicking the "Network" icon on the Windows taskbar. Then click "Open Network and Sharing Center." From the Network and Sharing Center, select "Local Area Connection" and click "Details." Read your IP from the "IPv4 Address" line in the Details window.
Turn on your PS3 and sign in to your account. Scroll left to the "Settings" menu and down to "Network Settings." Press "X."
Scroll down to "Internet Connection Settings" and press "X" twice. Select "Custom" and scroll to the right. Choose whether your connection is wired or wireless and press the right arrow.
Push the right arrow repeatedly to scroll past your existing network setup options until you reach "Proxy Server." Select "Use" and press "X."
Press "X" and type in the IP address of the computer running the proxy server. Press "Start" to save the address.
Press the down arrow and push "X." Enter the port number of your proxy server. The default port is 8080, but check if your proxy software uses a different port. Push "Start" to save.
Scroll to the right through the rest of the settings and confirm on the final screen by pressing "X."