In order to play the DS or PSP on a WiFi connection, I would need to have wirless internet already right?

Answer 1

No, you could also have a wired connection.

Both systems have a USB "key" that can be plugged into a computer that is wired to the internet.

For example:
For the DS

http://www.bestbuy.com/site/olspage.jsp?skuId=8148471&st=Nintendo+Wifi&type=product&id=1161732977818

For the PSP

http://www.bestbuy.com/site/olspage.jsp?skuId=7671539&st=PSP+Wifi&type=product&id=1134701971203

Sorry if they don't link new to the whole answer thing.

At that price you could almost buy your own Wireless G router though, but it is all up to your circumstances of course.