In any introductory video, you should be explaining the basic components of what Visual Studio has to offer. You do not jump into adding external references, explain what simple things such as:
using, public, static, statement blocks, etc are. Give a small explanation of Namespace and what a class file is.
You should be working with the core base components of what Console has at default, then once the user has a basic understanding of C# programming; you can work your way into some more advanced methods.
In regards to Console.WriteLine(""); where you wrote it 3 times, you should have just used an escape character Console.WriteLine("\n\n\n");
In Console though that is unnecessary, Skipping a single line is suggested.
Another thing, within the first 10 minutes you jump into using arrays, unsigned variables, strings, declaring class variables, instantiating class variables. That is too much to do in just a single video.
Next, you wrote in your try/catch Exception. You didn't create a handler for your Exception. You just wrote "Connection Failed"; more or less provide a reason:
catch (Exception e)
{
MessageBox.Show("e.ToString(), "Error");
}
This seems more like a tutorial to do something with the PS3 not with learning how to use a Console Application.