I don't have a wireless router, and my university blocks theirs, so i don't really know the full details of setting it up, but i think you just need to be somewhere with broadband capability, and a wireless router. Then go to Settings, and go to Network Settings. Choose Infrastucture mode, then new connection (add a connection name if you want), press right then click on scan. It should automatically find all the information it needs to connect the PSP with the nearest wireless router. Then save and exit, go to Network and click on Internet Browser. It should be all set up now.
Any more problems let us know, or try here:
Connecting A PSP To A Wireless Network
i need help 
Linear Mode
