When watching movies or playing PSOne/ PS2 games the PS3 will sign you out from the PlayStation Network- it's just how they have things set up. While it does work with DVD-ROMs, you won't get the online features included with said DVDs (yes, that sucks).
That is something that could easily be fixed with a firmware update. i should mention, though, most times the online extras with DVDs are usually set up for a Windows enviroment. You may have to use your computer for now to access these.