Go plug your PSP into something. If it's the right thing, you'll be able to upgrade your PS3 to firmware v6.00, allowing you to do a few things you couldn't previously do on your PSP.
Like...enjoy having a few more XMB background colours to choose from! And sleep easy knowing that the console's security has been updated. And revel in the fact that "Network Update" has now been renamed to "System Update".
Sounds boring - and don't worry, it is - but then, it also beats seeing an upgrade that includes "Adds Glittery Sparkles To XMB".
PSP Firmware (v6.00) Update [PlayStation]