Instructions
Power on your PSP.
Flip the wireless access switch, which is found on the left corner of the device, or next to the UMD slot (depending on your model).
Click on "Settings" on the main menu screen.
Select "Network Settings."
Choose "Infrastructure Mode > New Connection."
Click on "Scan" to allow your console to find the Internet connection automatically. Your home network name should be among the list of available connections.
Click on your home network and enter the security password, if you have one.
Hit "Save" to save your settings. Allow the PSP to test the connection and then start browsing.