Go to "settings", "network setting", "internet connection settings", in the setup method select "easy", then select "wireless", select "scan", select the network, choose if it has a password or not, if it does'nt select "none", if it does, "wep" and type in the password, select "test connection" to confirm.
The easy way would be to connect the Playstation directly to the router with an Ethernet cable. If this is not possible, a wireless bridge (such as a Linksys WET54G) is required.
A few companies sell wireless game adapters. These are devices which receive the wireless signal with an antenna and put the signal out through a CAT-5 ethernet port. You can plug your Playstation into the ethernet port on the unit.
All Playstation 3 consoles excluding the original 20GB model are equipped with wireless network adapters and can be connected to any 802.11g wireless network using the tools found in the console settings menu.
We are actually illiterate when it comes to setting up computors and gaming consoles so we decided to give the helpdesk a ring at sony and they were more than happy to assist us. We were up and running in no time.This would be my best advice