With firmware 3.95 you can now choose not to shut down the Sony PS3 after ending remote play on the Sony PSP. I never understood, why the PS3 had to shut down automatically. Anyway it is fixed now.
The other improvement is only interesting for people who play Sony PSone games on the PSP. They can now customize how the buttons are assigned.
The Sony PSP firmware 3.95 is already released in Japan. The U.S. Playstation Blog says its coming soon, but they posted that yesterday. So the new 3.95 should be available globally today.