Since I don't know many people locally that has a psp yet it brought me to learn how to setup the PSP for online gaming. Heres a easy how-to, getting you setup for playing online games with your PSP in 5 easy steps. All you need is a PSP a Linksys WRT54G, or one of the compatible wifi cards, and the Xlink kai software.

Xlink KAI - Play PSP games ONLINE with others