Instructions
Purchase an external PSP USB WiFi antenna.
Plug the external USB antenna into the rectangular USB port at the top of your PSP.
Turn on your PSP and wait for it to load up. Turn the "Wireless Adapter" switch on the left side of your PSP to the "On" position.
Select the "Network Settings" option and then choose "Infrastructure." Click on the "New Connection" option. Select the WiFi network you would like to connection from the list of those available. Your PSP will now search for a WiFi connection at a greater distance.