You're supposed to set the WiFI spot with every game, lol. :O
If you've done it already, then just read the manual for the rest of the instructions.
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I have the PSP-2000, and I can honestly tell you that the DS (Lite) is heavier in comparison.
The weight is concentrated because of the two screens, but the weight for the PSP-2000 is spread across evenly.
Also, it's about as thin as the bottom half of the DS Lite. :O
Far from bulky. Since they're the standards nowadays, I think that comparison is fair. xD
But, yeah. Few good games on the PSP. ;x
It was because my little brother had unplugged my wireless router. :P. I wish I had bought Zelda or Super Mario 64 instead of Mario Kart though. Getting kind of bored.