Instructions
Power up your PSP system.
Navigate to "Settings" on the Media Crossbar, then scroll down to "Network Settings" and press "X" to enter the network settings menu.
Select "Infrastructure Mode" to configure an Internet connection, then select "New Connection."
Enter a name for your new connection, when you have finished selecting your name select "Enter" and hit the "X" button.
Select "Scan" to initiate a wireless scan, when the scan has completed the PSP will report all wireless signals located in the area along with a reading of their approximate signal strengths.
Locate your wireless connection among this list and press "X." If you have any form of wireless encryption, you will be prompted to enter your password. When you have finished entering your security information press the "Right" button on the directional pad to scroll through the remaining windows. Press "X" when prompted to save your new connection.