I haven't tried it, but shouldn't it work with AdHock Party? Quite a pain in the ass, but theoretically doable.

(For those of you who don't know what that is, it essentially connects your PSP to your PS3 using WiFi, then your PS3 must be hardwired to the internet [as WiFi is connected to PSP] and you can then play PSP games with people also connected to the same service.)