How you connect a PS3 to the internet will depend on how you are connecting with the PC at the moment.
If using a Router, then the PS3 would connect to the router too for its internet access. If the PC uses a USB ADSL Modem, then you need to connect the PS3 to the PC's network adapter and then enable "Internet Connection Sharing" on the actual internet connection (modem connection).
To enable "Internet Connection Sharing" in XP, open the Network Connections folder, right click the internet connection (modem connection), select Properties and then the Advanced tab. Tick the box "Allow other users...etc". When you do this, Windows will configure the network adapter used to connect to the PS3 with the IP address 192.168.0.1 and Subnet Mask 255.255.255.0 - the PS3's network adapter should be set to get its IP address automatically, which it does by DHCP from the PC.