The tutorial from Stu.
"You need:
Ethernet Cable of decent length to reach from your Playstation 3 to your PC or Laptop.
Wireless adapter (or if you have 2 Ethernet ports on your laptop or PC then that's fine).
Tutorial:
(PC/Laptop)
Firstly you need to go to your PC or laptop and make sure your Ethernet adapter (in Network Connections) has no manual IP set up. That should be set to automatically obtain the IP.
Right click on your wireless adapter (or the adapter that has access to the internet), select properties then go to Advanced. In the "Internet Connection Sharing" section tick both those boxes and on the drop down list select the Ethernet adapter then click OK/Apply.
(PS3/Other Console)
Set up for a wired connection, plug the Ethernet cable into the Ethernet port on your laptop/PC then to your console. When you get to the DNS section select Automatic or if you want/need to have the Same IP then select the IP you would like aslong as its in the range from 192.168.0.0 - 192.168.0.255 / 192.168.1.0 - 192.168.1.255 (you may need to check this information on your PC)
Everything else should be automatic. You should now have a Wired Connection set on your console. Now if you click Ok or whatever, you will see on your Laptop/PC that the connection has been made by noticing the 2 computers in the system tray."
I think Vista is slightly different but you can work it out
Hope this helps