I would be wary of the WiFi MAX brand PSP/DS USB WiFi dongle (dunno if that's what you chose).
I received one as a gift, and it worked sporadically (once I checked forums/message boards for the gadget, I realized how problematic it was for many), and the strange proprietary software proved difficult to uninstall for some reason. I bought a Buffalo WiFi router instead (didn't cost much more), and it worked perfectly until I had to unplug it to replace my UPS, and the router settings didn't refresh properly (and I forgot my WEP password, which I had idiotically not written down). I'm hoping to re-set things up some day, but it was so problematic trying to uninstall the WiFi MAX software, and figuring out why my WiFi Router went awry, that I just threw it all in the closet for now.
Until that time I had been playing Medal of Honor: Heroes (has some quick-text keys but doesn't support headset voicecomm) and Syphon Filter: Dark Mirror (which supports headset voicecomm) sporadically online.
I have this game on my Gamefly rental list, but it's usually not available right now. It doesn't sound like single player is worth much, but the multiplayer sounds fun, so it might entice me to try to get my router installed again.