Alright, it's easy!
Did you get a PS3 this year for Christmas? I did and I've been reading about remote play so I want to share the steps.
PART 1 - PAIRING
Step 1) hook your PSP to your PS3 using a USB cable
Step 2) on your PSP go to Settings > USB Connection and press [X]
Step 3) on your PS3 go to Settings > Remote Play Settings and [X]
Step 4) select Register Device, confirm the connection between the PSP and PS3, and then select [OK]
Step 5) follow the on-screen instructions to complete the Pairing.
PART 2 - INITIATION
Step 6) go to Remote Play on the PS3 and press [X]
Step 7) go to Remote Play on the PSP and press [X]
Congratulations, your PS3 menu is now accessible by the PSP