I think hes saying that the PSP connects to the internet through its built in Wi-Fi, so if you can connect to the internet on your PSP. That must mean there is some sort of connection you can access, so why not just use that to get on the internet through your PC?
What I don't think he has realized is that TheNightFox isn't asking about connections, he just wants to save a bit of moola by not buying a router. Lol
