1. Connect the PS3 though a LAN(ethernet) connection to the PC and let it share the connection. The PC is required to be on and have the connection established for this to work and it's not the easiest option.
2. Get a router or change to a livebox package. You can then connect it directly so it works independently of the PC whenever you want. It also means you can use it wireless if it's not in a place you can easily string a cable to.
I'd recommend the 2nd option everytime as you can connect more later on without changing how the connection is setup and it is much easier.
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