CTID you won't need a wireless router, because you already have a wireless modem. I've not got a PS3 myself, however going off any other modem's default configuration when you search for a wireless connection it should pop up in the list on screen. You'll need to put a WEP or WPA key in when prompted, this obviously depends on what you've set it as but it's normally written on your Modem.
A wireless router is normally only used for people who have an existing connection setup and require wireless access throughout the house...i believe.
You'll be fine with what you've got CTID, PS3 is wireless & by the sounds of it so is you're Modem - gettin them to 'talk' to each other might be the fun bit tho ;)