I will give you steps in order:
1. enter the adress you want to go to through the file tab on the bottom
2. it will ask you to choose your connection and click new connection
3. it will ask you to choose your method of getting that connection (i would sugjest scan)
4. once your scan finds your wireless network you choose it
5. it will ask you what kind of security the connection has (it will say during scan)
6. then you enter the realy long security code
7. wait patiently while your PSP connects to the website
HOPE THAT HELPS! >: )>