The Sims supports Adhoc mode. This allows you to connect to other PSPs and share sims or secrets you have discovered.
The game does not support infrastructure mode which is required for online play (requires a wireless router/access point).
The only way you can play Sims2 PSP online is if you use some software to make your PC simulate another PSP. The software is called Kai and it allows you to connect to other kai users with PSPs. http://www.teamxlink.co.uk