i have recently gone over to sky BB too, and now have the same problem with my PSP, which is a bit crap, because all i use my PSP for is streaming movies via pmpstreamer.
The only way i can get it working for me is to go into the router settings and changing the Security options from WPA-PSK (Wi-Fi Protected Access Pre-Shared Key), to WEP, and selecting Open System authentication type, and 64bit strength (ensuring you enter the 10 digits etc into the keys)
if that fails take a look here
http://www.iamcal.com/psp/ that might help you out.
I am not too happy about changing the security type myself, but if needs must then...........
Lee