I need router for PSP!!! HELP

HI!!
My dsl modem is in my room and hooks up to my phone line so the whole house can get dsl and I want to get a wireless router so I can play my PSP online, is there a way that I could do it without messing with any other computers but mines? There are about 4 ethernet cords on the back on my modem, one that goes to my computer and one that goes to my ps2, and there is a phone cord jack in there to that goes to the wall. I am new to this so which router should I get and how much do they run?

Thanks in Advance,
Johmel

i didnt think you needed a land line to play the psp. i thought it was all wireless. am i way off?