What model router is it?
Can your laptop connect to it via wireless?
If yes, and you didn't enter a WEP key then it has no security set up on it which means it is 'open' to whoever wants to access it.
If you look at the routers start page you will see a section for 'wireless settings', this where you can set up the WEP/WPA-PSK key and then enter this into the PS3
for e.g. a Netgear router's start page is click here (entered into the browser's address bar)