Ok I haven't done this myself with the exact same router but by doing a bit of searching I see that the router ships with a WPA-2 key preset. You need to enter the routers config and change it to a WEP key instead. It is tecnically less secure but you shouldnt have any issues. I found that my netgear router has the same issue. PS3 (earlier models) and definately PSP don't seem to like WPA-2 keys.