As many people know ad-hoc party is a feature that connects PS3 + PSP in order to make all game have a "infrastructure" mode of sorts, or an online mode in other terms. In order for someone to have this feature, they must have the following:
Wired Playstation 3 (newer models, non-compatible with PS2 games)
PSP
Ethernet cable
A router and internet connection
In order to set up your ad-hoc party mode, follow the below steps:
1) Go the PS3 Playstation Store, search for it, and download the ad-hoc party feature from the store
2) Connect your PS3 online through a ethernet cable *YOUR PS3 CANNOT BE WIRELESS*
3) You should be good to go, in order to use adhoc party, I use this video, though maybe someone can explain it better:
[video=youtube;nnGoIgZwavs]http://www.youtube.com/watch?v=nnGoIgZwavs[/video]
In order to play with different regions (US, PAL, JPN, etc.) you can play with people outside of your country, but it is as follows: You have a US and PAL ad-hoc (and JPN but that is out of the question for now) To play together you will need the same ad-hoc version. You can get both versions, all you have to do is have 2 PSN accounts (different regions) to download both ad-hoc party's and then you can just start the one you need on your standard account, because downloads are available on both accounts
Credit goes to MarkulaMark for this info