Your PSP will only work with a wireless connection so you will need to buy either a wireless router or a wirelss USB dongle. The wireless router works like any other router but it accepts wireless connections. The USB dongle is cheaper than a wireless router and can bridge the connection between your PSP and your regular computer.
DSL itself doesn't work on the PSP, you need a wireless router. However you connect to the Internet doesn't matter, just how your PSP connects to your router and the encryption you use.
The PSP doesn't directly connect to any internet source. You need to have a wireless router, from that the PSP will connect to whatever source you have be it DSL, Dial-up (sad), or cable.
First you must set up a wireless router with your DSL line. This should be simple enough but ask a technician for help if you need it. Then on your PSP you can go to network and setup a connection with your wireless router.
