Instructions
Turn on the PSP. Scroll to the "Settings" menu. Select "Network Settings."
Select "Ad Hoc Mode."
Select "Automatic" to have the PSP choose the most optimal channel for communication. You'll have the option of disregarding the automatic feature and manually selecting a channel. Press the "X" button to save the settings. Use these instructions and have the other PSP do the same. To play a game in Ad Hoc mode, you'll need to refer to the game's documentation on how to start a game locally.