Where they are is different from brand to brand, there is no generic answer. All i can suggest is look through the various settings in the router and ou will find the right place.
For most the DHCP would be found in the Advanced or in the Wireless settings (if your router has wireless). You will need the PlayStation 3's MAC Address, which can be found in the PS3's Settings menu.
You may want to check out the disc that came with the router- you will find the manual on that. A quick search there for DHCP should find the information you need.