Sony partners with the Japanese subsidiary of Fon. Fon is the largest WiFi community in the world. It's members (Foneros) share some of there home Internet connection and get free access to the Community’s FON Spots worldwide.
In Japan PSP owners can now easily join Fon starting today. Fon has about 44,000 Wi-fi spots in downtown Tokyo alone.
To connect to Fon your PSP needs to have system software version 3.80 or above.

In December a special DISSIDIA FINAL FANTASY from Square Enix for the PSP will be launched that features custom Fon themes. Via this Sony announcement (Japanese). It is not clear if Sony is going to extend the Fon partnership outside of Japan. See also the Fon site.