You don't need anything special just a wireless connection. As for games that have wi-fi play, that's something different. Not many have them, and the older ones like Socom are barely active at all.
Why not try Star Wars Battlefront Renegade Squadron (it may need to register a Gamespy ID using your PSP)? Also, try Socom FTB 1 or 2. I guess we are the same person who likes another challenge asides from DS, huh? One thing, Wireless Router is the one you must look for to get on wifi. You already got a broadband, do you? That would work.
Well on the back of a PSP game case it says Wi-Fi Ad Hoc which is your local gameplay with people around, the other one is Infranstructure(no positive on thats what its called) but this one means that the PSP connects to a router and plays worldwide.
ok thnx. cuz i wanna get final fantasy dissidia and phantasy star portable for the psp and was wondering if u can play wifi with them. i have a router so it may work.