If going Ad Hoc the router should not even play into the picture as it is a direct connection between the two PSPs. You may need to adjust the settings on the PSP having the error to Automatic.
How far away are the two of you when trying to send? The Ad Hoc mode does have a somewhat limited range. Also, you may be getting some interference from other items around the home such as cordless phones, the microwave or just about anything that transmits some sort of radio wave.