How to get the internet on the PSP?

I have looked it up online and I already have a wireless router.

I’m having trouble connecting though, and when I scan the PSP, it doesn’t pick the router. I thought that if you already have an internet connection at home, the PSP will pick it up.

I don’t know if I’m missing some steps to get the internet, so can someone provide me with a link that has step by step instructions?