A question about PSP wireless connection?

Our son just got the Darth Vader PSP tonight, and left the book somewhere else! He has discovered it will connect to the internet, wirelessly, thru our computer or our att yahoo dsl modem, we have no idea how! He can't take it back to his room, tho. Apparently it's too far from the computer. Is there a signal booster you can get for this? What would they call it, and can you get it at Wal Mart???