Instructions
Select "Settings" from the main menu on your Sony PSP.
Select "Network Settings."
Select "Infrastructure Mode."
Select "New Connection."
Select "Scan."
Select from the list the name of the network that you are trying to connect to with your PSP.
Type a name for your new connection. To keep things straight, use the same name as the name on the network you are connected to.
Select "Save." Your Sony PSP will now be on the Internet and you didn't have to enter the network's IP address at any point.