aww, someone aint going to jump on cod anytime soon haha
just kiddin...
but, it should be automatic man, try it with no security first, you don't even need wep cuz it's not wireless.
trouble shoot to make sure it's not your internet by plugging the modem directly into the ps3, if it works, cool, now try it with the router, make sure the wires are right and test it with a laptop. If it works on the laptop, it should work on your ps3. just try it without any wep or security things