|TROUBLESHOOTING YOUR CONNECTION:
When I first played online I couldn't get it to work. Here is what I did and recommened trying in order...
1. Turn off your PS3, then modem & router and restart everything fresh and give it a try.
2. In the 'Action Mode' menu click the last option and you'll see the screen above. Note the 5730 which is a port number. Change this to 3658 (this port is used by PSN and PES players.)
3. Take a look at all of your internet settings in your PS3. You may need to assign a static IP address with port forwarding.
5. Go to portforward.com and find your router model number from the list. You dont need to buy any software, just click "skip this advertisement" at the top right. A list of games will appear, select "PS3 Pro Evolution Soccer 2011" and follow the instructions. For some reason PYS 2010 doesn't show up on their list, but these settings worked for me.
6. If this doesn't work try the port forwarding instructions for PSN or PYS5.
If all else fails your only option may be to run the ethernet cable directly from modem to your PS3. You might also try the discussion forums at portforward.com where a network "expert" might be able to helo you.