i also picked up that wireless router after watching "attack of the show." but, with a twist of CAGism. i printed out that compusa ad and took it to officemax and got a price match on it. they also have a mail in rebate but for $30, not $40. so it went like this. $69.99 - $25 (to match the total price of $14.99 from compusa) = 48.70 after 8.25% tax - $30 MIR = $18.70.
i guess this would be YMMV. but, like OP, i need one for my PSP.
AFAIK, you can even hook it up to another router if you already have one. just have to assign it the same IP, i think?