I wanted to setup the PS3 to its wireless potential, as the house here in Okinawa has no LAN cables anywhere... the house was built only 3 years ago, and in Japan. You'd a thunk it had LAN pre-wire???!!!???
1. PS3 off, plug in USB adapter
2. Power on PS3
3. Menus on PS3: Setting --> Network Settings --> Internet Connections
4. Select "yes" to disconnect from whatever old way you may have had been connected.
5. Select "Easy"
6. Select "Wireless"
7. Scan ... you'll see your aptly named wireless router, amongst all your neighbors (with weaker signals, usually)
8. Select your SSID (wireless name)
9. Security Settings "WEP" (if that is what you have, you may have an "N" router setup for "WPA")
10. Enter your security key... mine is 65-bit, so ten hex numbers, enter with the handpiece, hit ENTER or "start" button
11. Save settings and test.
Of course, I went with the option for "manual" entry, not "easy". You can tweak for a custom DNS, static IP address from the router, MTU (mine is 1454 here in Okinawa over my PPPoE connection). You can also enter the IP of the router (192.168.0.1 for D=Link routers).
Lots of nice tweaks. I use OpenDNS servers: 184.108.40.206 and .220.220 nice and fast, with filtering capability for everything on the network.
Sony's website on this topic: