its the code you have on your router / modem to ensure anybody cant connect and waste your bandwidth. call your service provider if they set it up for you otherwise if you did it yourself you should really know it, i know mine off by heart. after you have it connected you have to make an online account by signing up for the play station network.
First up log into your routers/modems firmware via your computer. Find out what sort of wireless network you are running. If need be create one (be sure to password it). Most routers have a default login so just google it or look in your manual and if its still set to default change the password quick smart. If somebody set it up for you then hopefully they wrote it down :/ . Once your network is setup its a piece of piss to join from the ps3 as you know all the settings and password. Once done for easier networking buy an xbox .