Instructions
Download and install Connectify. It is free software, and will allow you to update to the newest version automatically. Connectify will share your computer's Internet connection through its W-Fi adapter, creating a wireless hotspot for other devices to connect to.
Locate the Connectify system tray icon that was created when installed. Click ̶0;Settings.̶1; Enter in a name for your wireless hotspot in the "Wi-Fi Name" section. Enter a password for your hotspot. You will need to enter this in whenever you connect to this hotspot. Select the Internet connection that you want to share and click the ̶0;Refresh̶1; button on the top right of the settings page.
Turn on your PSP and navigate to your ̶0;Network Settings̶1; in your PSP menu. Select ̶0;New Connection̶1; and ̶0;Infrastructure Mode̶1; from the Network Settings page. Select ̶0;Scan̶1; and select the W-Fi hotspot you created with Connectify. Enter the password in the next section and press ̶0;X̶1; to verify your settings. Press the ̶0;O̶1; button to exit. Your PSP is now connected to the Internet.