Instructions
Turn on your PSP and navigate to "Network Settings" in the PSP menu.
Select "Infrastructure Mode" on the next screen. Click your current connection and press the "Triangle" button to erase the connection. On the same page, select "New Connection" to create a new WLAN connection.
Click on "Scan" to let the PSP look for the available wireless connections available.
Select your wireless connection or the one with the strongest signal. Press the "Right" button on the PSP directional keypad when the SSID page comes up. On the next page, select what type of security you have on your WLAN. Enter the security key on the next page.
Select "Easy" on the next page, press the "Right" key once again and finally press "X" to save the settings. Click "Test Connection" to complete the process.