You mean as in ADHOC?
Its pretty simple, really.
Number uno: Get a wired connection.
Number 2: Download ADHOC Party from Playstation Store (its free)
Number 3: Have a psp with WIFI ;D
Number 4: Turn it on.
Number 5: Launch ADHOC Party.
Number 6: Register your PSP to your PS3.
Number 7: Join a random world and look for a lobby with the game you are playing.
Number 8: Enjoy
