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This only works if you're making the account on your PS3 console.
1) In the XMB menu, go to Internet search.
2) Type, "make psn account".
3) Click the second link "https://account.sonyentertainmentnetwork.com/pc/reg/account/create-account!input.action".
4) Enter your information. Click "I agree, Create My Account". After, you'll see "Congratulations, your account has been created."
5) Click "Update Account"
6) Fill in profile info for all pages. When your done click finish
7) You will see "Your account is now ready to access PlayStation Network" Exit browser. Sign in. Done