Instructions
Power on the PlayStation, then choose "Settings." From the drop-down menu, click "Network Settings," then "Internet Connection Settings."
Select "Yes" and choose "Wireless." Click "Scan," and the PS3 will scan for any available wireless networks in the area. Once the WiFi network is detected, select it and type in the required access code (the passcode for your wireless Internet). Click "OK," and the PlayStation 3 connects to the Internet.
Exit out of the Internet setup window, then choose "PlayStation Network." This connects you directly with the Sony online store. Choose to create a new account, then input your name, email address and billing information. Select "Submit" to save your data.
Select "Games," then locate the game you want to download (games are listed in alphabetical order). Choose "Download," then agree to the price to purchase the game and click "OK." In a moment the game downloads directly to your PS3, without the aid of Ethernet cables.