The PlayStation.Blog has been kind enough to make a walkthrough video of Sony's brand new adhocParty service for PSP/PS3. With this program, games that don't have Infrastructure multiplayer modes on PSP can be played online through the PlayStation Network. Essentially, the PS3 uses some evil voodoo magic to trick the PSP into thinking it's playing Ad-Hoc with others.
The program is available for free on the PlayStation Store right now. To see the video, click past the break.