PSP won't connect to internet.?

I am trying to hook up my sons PSP to our wireless internet but I cannot get it to work. It keeps saying "a connection error has occured. A connection to the access point could not be established." I know our pass key and I know the SSID is right, so what is the problem. Even when I sit right next to the router I cannot get it to work. Can someone please help. Oh and I have tested the connection many many times and there is also zero connections that require no password so selecting a different connection is not an option. Thank you