Here are the steps:
Step 1- Switch on the PSP and go to the System Menu, and then enter “Network Settings”. From there go into “Infrastructure mode”, and select a connection to edit. If you already have a home connection set up or something, just select this as the one you are going to edit. Leave the name of the profile as it is, and skip the WLAN settings if they are already set up.
Step2- Go into “Address Settings” click on “Custom” and be sure to leave “IP Address Setting” as Automatic. Believe me; adjusting this will not help you get internet on your PSP!
Step 3- Go into “DNS Setting” and click on manual. This is where we need to type the address of the web gateway we will be using. The most popular one to use for this is the gateway at Endgadget, so input the numbers “18.104.22.168” as the Primary DNS IP, and put zeros for the Secondary DNS IP. (0.0.0.0). If for any reason this gateway is not working you can usually find others with a quick Google search.
Step 4- In the “Proxy Server” options, select “Do Not Use” All you need to do from there is confirm everything, and save it all by pushing X when prompted.
Step 5- Launch Wipeout:Pure as normal, and go into the Downloads menu. When asked to select a connection, choose the one you have just been editing, and you should be presented with the Endgadget web screen. Et voila! How to get internet on PSP!