So, I ordered the WiFi MAX USB Dongle from the net to connect my PSP to the internet. I ran onto a few kinda easy probs but I still wanted to help anyone else struggling with this.
Mods - If there already exists a topic like this then you could maybe delete this or something...
But here we go:
First I connected the USB dongle to my PC, and after that I inserted the CD to install the drivers. That was very easy, no problems at all. I just went through the installation and after that I set the encryption to "Disabled" but if you live in a place where there are many other houses around you then you might want to use WEP encryption; you will be pleasantly suprised on how far the connection reaches.
Anyways after I had installed the drivers and set the WEP encryption off I opened up the utility to maintain the settings. First I had to set the WiFi adapter type to "Access Point" from the top-right corner of the utility. Now I was ready to test the connection. I tested it with no luck, my PSP just gave me "The attempt to obtain an IP address timed out." error. At this point I was just like oh no! Since because many people have reported to get that error and they could never connect to the internet with WiFi MAX. But I also knew that the right settings existed, so I jsut had to find the correct combination ;) So, this is what I did:
I tried to connect to the internet to check guides. But suddenly Firefox couldn't connect to the internet. This happens very rarely normally so I figured out that the installation of WiFI MAX had somehow messed up my internet settings. I went to the internet settings panel, right-clicked on my default PC setting and selected "Properties". I noticed that it said that I was connected, but the settings were changed to manual and the IP that was the manual IP address configuration was something I've never seen before... So I just made them automatic. Now I tested again. And the same error popped up immidiately after connecting to the access point. I checked the settings of the USB Dongle and selected "Let other computers connec to the internet through this connection (Shared Network)" and this time I actually was able to browse the internet!
I really recommend to buy WiFi MAX since it's fairly cheap and easy to install. You probably won't have to go after everything that I have, this is just to help if you do. The only con in WiFi MAX I could find is that your computer has to be on when you want to play online with your PSP, but it is good since the connection software starts on the background when you connect the dongle for maximum easiness - besides, it doesn't even slow up your PC.