First, simply click on settings and move to network settings. Once you have selected network settings, press the X button to open them.
Move around with the arrow keys and find Infrastructure Mode. Press the X button to open it.
Use the arrow keys and move to the New Connection tab. Press the X button so that more options are revealed.
Use the arrow keys again to move down until you find the Scan button. Press the right arrow key.
Once you will press the right arrow key, you will notice that your device will start scanning for all the WiFi Networks within range.
Once the scanning is complete there will be a number of options available to choose from. Use the arrow key to scroll through the different WiFi networks and use the X key to select one which you want to use.
You also have the option to change the name of the connection, but if you don’t want to then simply press the right arrow key.
Once you are in the router settings, select the type of security it uses and use the right arrow key to move forward.
Now your PSP will ask you for the wireless router's password, if there is one. Simply type it down and use the right arrow key to move forward.
Now select the easy setting and use the right arrow key to move forward.
There will be a list of all the settings, simply scroll through them to check whether there are any issues. Use the right arrow key to move to the next step.
Use the X button and save all the settings which you have made.
Now simply use the test connection option so that the PSP can connect to your WiFi network. If your PSP is able to connect, you are good to go. In case there is a problem, move back to step 1 and repeat everything to ensure you followed everything properly.