Set Up Infrastructure Mode
To set up infrastructure mode, navigate to "Settings > Network Settings" and press the "X" button to begin the setup process. Select "Infrastructure Mode," then "New Connection." Now you will be able to scan for available wireless networks, so choose the network you wish to connect to, but ensure that it has a strong signal. At this point select the appropriate security settings and enter the encryption key. If you don't have this information, get it from the person responsible for the network.
On the Address Settings screen, select "Easy" then select a name for the connection, but remember that the name is irrelevant, so choose whatever name you'd like. Verify that the settings are correct, and choose "Test Connection." At this point you will be aware of your PSPs network settings if you have further problems.
Turn Networking On
Many PSP networking issues have a very simple fix: Turn the WiFi power on. New PSP users often don't realize that the WiFi capabilities of the PSP can be turned on and off with the flip of a switch, literally. When attempting to connect to a network, if the network access light doesn't blink at all, then the network adapter is most likely just turned off. Move the network switch, on the left-hand side of the PSP, to the opposite position, and try connecting to the network again.
Check the Network
The networking problems you are experiencing with your PSP may be unrelated to the PSP itself. First, verify that the network you are attempting to access is working by using a PC to connect to the network in question. Especially if your PSP doesn't detect and SSIDs, the wireless router may not be turned on or may need resetting. Try unplugging the router for 30 seconds, the plugging it back in, and wait for it to boot up. Also, if the network is encrypted, verify that the encryption key you are using is correct.
Proximity to Network
Just because your desktop or laptop computer is able to detect a strong wireless network signal doesn't mean that the PSP will be able to. The WiFi antenna in the Sony PSP is not necessarily as powerful as those found in computers. Try moving closer to the broadcast point of the wireless network as well as eliminating obstructions between the PSP and the broadcast point, and see if the signal strength increases to a point that the PSP can utilize the network.
Turn Off Power Saving
In some instances, the power saving mode for the PSP will cause problems when trying to use the PSPs WiFi adapter, as not enough power is supplied to the PSP for its networking capabilities. To disable power saving on the PSP, go to "Settings > Power Save Settings" and press the "X" button. Select the "WLAN Power Save" setting and ensure that "Off" is selected.