Sorry, you don't. Too many late nights and too much ale - I was thinking wired connections. Edited to avoid confusion. :/
Great, thanks. I understand now.
JimB: Everything will be in the same room, so signals won't be an issue. I just need wireless because the PSP is wireless only, plus it's more convenient to have less wires. I suppose I could wire the PC to the router, since I do have a NIC, and that'll leave more bandwidth for everything else I might connect to the router.
And thanks to everyone else. Sounds simple enough to do, if I just bring myself to endure it.