Its a while since I did it but I could not get online using anything I tried and I am pretty computer savvy - eventually I went online on my PC and downloaded a PSP update from the PSP website and then installed that on the PSP - that fixed it and then using the correct method I was able to get online. It has to be the ultimate wind up - you need to get a patch to be able to get online but you cant get online to get it :-(
I don't know if this fix will sort it for you but it did for me.
Regards
Alex Ford.