Well, I just picked up the PSP tonight. Wow, this sucker's definitely neat. Dude already did all the leg work with the hack + emulators (preloaded in the memory stick). In no time, I was up and playing SNES Super Mario World and Street Fighter II. Too cool!
I was also able to setup the WiFi and browse the internet w.o. any hitches. This thing has firmware 2.0. Internet worked fine, but was a bit slow.
JL7,
You'll have to check your Wireless router settings and be sure you're running WEP and get the key setup. All other settings for the PSP browers should work fine on 'automatic' settings.