ps3 proxy does not work, it is a http proxy, the rest of the network traffic will travel direct to the server through your router, (if you turn off the pc running ps3 proxy the only thing affected is the web browser as it uses 8080) there is a simple way to set up for pi but you need 2 nic's (wired or wireless) the rest depends on os. what you running and i will tell you how to set it up, also do you use a router, how do you connect eg wired wireless. how many machines etc, you need wireshark also, i find the old version works best for me. xp is easiest to set up for people new to sniffing/pi.

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the mthod you refer to is a method of avoiding having to install system/game updates & patchs leaving previous exploits open or allowing homebrew developers more time to crack a particular firmware.
e.g. google for "cod4 save game hack ps3 console" this was patched shortly after it became well known, using certain proxys and pi can help avoid such a patch. hope this helps...

First, in order to use packet injection, you have to get a program which is able to build packets and (re)sent them.

Second, you have to capture packets coming from the ps3 source.

Third, use the captured packets to modify to needs and/or resent them to server.

Ps3proxy comes in handy, cause it can work with another program who can block certain
traffic from specific applications.
That was the whole purpose of ps3proxy...