There have been successful prosecutions in the UK under the Misuse of Computers (or whatever it's called) Act. Don't do it.
Besides, some such "unsecured" networks are in fact "dirty" networks which exist purely for the purpose of stealing data from anyone foolish enough to connect through them.
Rob is right (I forgot to mention these aspects in my previous post). But a psp system (isn't this a gaming console?)... What personal info would have recorded on a psp?