there should be a spare plug at the back of the broadband modem that is where a network cable plugs in to.
u have to set a setting on the broadband modem to set the ip addys via DHCP (it will give a number to the playstation and the pc)
MikeC
I assume you have a USB modem or a single port LAN modem. If so, you will need to set up a network (wired one for the playstation, unless you want to fork out on a wireless adapter for it)
Look at Networks here
or Google yourself for Home Networks.
Two PC's can connect via Internet connection sharing within Windows, but I don't think a PlayStation can
connect your modem to the lead pc ( your usual one) as normal, then run a network caqble from the back of that pc into a router( socker marked WLAN), then run network cables out from the router to the ps2 network adapter and the laptop. AS Mike said tell your lead computer to assign ip over dhcp, and all should fall into place.
Don't forget if you are on windows xp, you will need to tell the computer to allow others to connect to it, ( control panel, network connections,right click the active connection, click advanced tab, and click 'Allow other computers to connect to the internet), if ya get any problems feel free to pm me.
sleazy u have to assign the bband modem to assign dhcp, this can be a webbased interface on the modem - see modem instructions.
MikeC
ok.. so any offers..?? we are Norfolk..... it would be like one of them old porn films, with the line " Oh how am going to pay for your services?"
Just a minute... is that why we have the cleanest windows in road...?
the playstation also needs a net adapted in the back.
which isp are you with? as many of them will now supply a free modem/ router which will allow for easy set up.
mine is from bt.
to be honest i dont really rate many of playstations online offerings tho, and the operating system online is a bit naff too.
I'm not sure you're situation is clear enough to get clear advice.
1. You obv. have a broadband modem - is it USB or Ethernet? (does it plug into a USB port on a PC?)
2. Can the modem also act as a router? (Does it have a number of ethernet outlets, probably marked LAN as well as one marked WAN into which you plug your phone line?)
If the answer to 2 is 'No', your easiest course is to buy a modem/router/firewall combo: plug your phone line in to WAN and the PC/laptop/PS2 to the LAN ports and away you go. You can then switch off and forget XP's crappy excuse for a firewall! You could also then go wireless (good for the laptop at least) if you buy the right type of device. They're easy to set up these days. If you're stuck with a USB modem, I'd def recommend replacing this - there's reason ISPs give them away, they're pants! If you have an ethernet modem, retaining that and getting a separate router could be an option.
Theoretically you could put an extra network card in the PC and hook it up to the laptop and the PS2, but I'm not sure how internet connection sharing on XP would behave.
Too far away from Norfolk ( story of my life!) but happy to answer questions as best I can!
if your with bt ring them up for help as if you get the rong things and it goes rong thay will not help u as thay will not saport it so find iout what thay saport lol
please dont talk in technical terms cos i dont understand... blonde you see..!! 
