Instructions
Turn on your PlayStation 3. After you have signed in, go to the "Settings" icon on the cross-media bar. The icon for the "Settings" menu looks like a toolbox.
Scroll down the submenu until you find the "Remote play settings" submenu. When you reach it, press the X button to open your remote-play and PSP-connectivity settings.
Turn on your PSP. On the left side of the cross-media bar, find the "USB mode" option. Press X to enable USB mode, then plug your PSP into your PS3's USB port using a standard mini-USB cord.
Wait for your PS3 to recognize the PSP. A status bar will pop up; you may have to wait a few moments before the process is complete. When it is finished, a message will inform you that your PSP has been successfully registered. You may now use the remote-play option, and can unplug your PSP.
Go to the 'Settings" option on your PSP and scroll down to the "Network Settings" option. Press X, then choose "PlayStation 3" from the list of possible network connections. You will now be able to use your PS3's Internet connection on your PSP, as well as enable special wireless functionality in games like the Resistance series where such functionality is enabled.