Under the PS3 options, you can just set up WiFi...but assuming your router/wifi portal has a firewall, you'll need your WEP / WPA access code (password) in order to get it online. You can find that in your Network Settings area (assuming you're running Windows).
But your PS3 has WiFi, so you can hook it up to the internet that way. Then I can play games with you online...it would be fun to stab you in the face in Call of Duty 4...