Wireless Router needed for sony psp internet connection?

Hi all.
New to this. I have a question. I have a HP DV5 1009tx laptop(dual core
2.53Ghz, 4 gig ram, wireless, bluetooth, etc, with windows vista home
premium. I have a vodafone 3g internet broadband connection.I want to
connect my sony psp to the internet through my laptop. Is it possible? Now i
would like to know if i can somehow configure my laptop as a router or do i
need to buy one? Have tried all the standard things,ad hoc
mode,manual,infrastructure and im getting lost. Googled it and youtubed it
also. but im really bad at this networking stuff.
Please help.
TIA
Roland.