Instructions
Enter the "Settings" menu on the far left of the PSP's XMB screen (main menu). Select the "Network Settings" option from the bottom of the drop-down menu and click X. Ensure that the "WLAN" switch, located on the top left side of the PSP console, is in the "on" position.
Choose the "Infrastructure Mode" option in order to set up a new wireless connection or connect using an existing one. Choose your network connection or set up a new connection by choosing "[New Connection]" and following the on-screen instructions.
Scan for a wireless network by selecting the "Scan" option from the "WLAN Settings" screen. The PSP will display available wireless connections. Choose the wireless access point you wish to use, and enter the WPA security password key when prompted (if applicable).
Select "Easy" from the "Address Settings" screen, and use the directional pad to arrow to the right to the next screen. Select the connection, which will be displayed by name, and then arrow to the right twice. Press X to save your settings.
Locate your IP address by selecting the "Test Connection" option after your connection settings have been saved. Your PSP will connect to the wireless access point you previously selected, and may take up to a minute to test the connection, depending on the wireless Internet's signal strength. You will then see a screen displaying various information; your PSP's IP address will be at the bottom of this display.