1. Make sure you have the switch moves to "WLAN" on the top left and side of the PSP.

2. PSP does not work with Wi-Fi unless you are using WEP, WPA, or WPA2. Many PSP gamers have issues establishing a connection when they try to use WPA or WPA2 with the PSP even though it's technically supported. It has issues establishing a connection during the information exchange phase.

The only work around is to have the Wi-Fi manufacture release a firmware update, have SONY release a PSP firmware update that supports your router, buy a compatible router that has no issues connecting or change your Wi-Fi security to WEP or none at all.

Some security is better then no security so use WEP if WPA or WPA2 does not work for you when scanning for Wi-Fi via the PSP.

3. Make sure you have the latest firmware installed for your PSP. You may be able to download it from the Playstation 3 web site. Copy it to your PSP and run the update. ( Check their site for instructions )

http://www.us.playstation.com/support/systemupdates/psp

You should have 5.51 installed.

Make sure you connect your PSP to the outlet before you do the firmware update! If the PSP shutdown for any reason during the firmware update it will render it useless and you will not be able to play or load up the PSP afterwards. Always connect to a wall outlet before doing any firmware update.

How to update via PC

http://www.us.playstation.com/support/systemupdates/psp/pc.html

4. Reboot your Wi-Fi router or change the frequency channel via the admininstraive panel. You may also want to turn off SSID brodcasting especially if you are only using WEP security as an additional security measure.

Setup your Wi-Fi connection manually via the PSP by providing the correct SSID.