Right ok then - Well I will tell you how I set mine up in xp. You can try this way in vista and see if it works but I aint sure yet if it does. If not let me know and then I will have a look at my vista and see whats diffrent.
Xp setting's:-
Ok so firstly you need to enable internet connection sharing on your pc. To do this go to control panel-network and internet connections-network connections. Now right click the connection that your internet comes through and click properties. Next click the advanced tab and were it says internet connection sharing put a tick in the box that says allow other network users to connect through this computers internet connection. That should now allow your PS3 to access the internet. (you may have to reboot your pc after doing this, you can also do it through the wizard but I find that just creates problems and the way I did it works perfectly for me.)
Now connect your crossover cable to a spare ethernet port on your PC and into the ethernet port on the PS3. Now you should be able to go to your PS3 network setting and set it up for online. Just follow the PS3 on screen instructions from here and everything should run smoothly hopefully.
Note this was the setup for xp - vista may be diffrent but I have not checked so if it is let me know and I will look into it for you soon as I get time.
Good luck
P.s. if you do get it online my PS3 username is darkliquid. Feel free to add me as a friend if you wish