Yes it's just a wireless modem.
External access through the Internet.
A wired or wireless router.
No Internet on the iPod Touch is free! But, you must have a wireless router (Wi-Fi) for the iPod to connect to the Internet through your router's Internet.
No the PS3 does not provide an internet connection for other devices and is not a router
The internet connection is actually through your default gateway router. Just make sure your network settings point to that router to get an internet connection.
yes
Buying a router through your internet company is usually expensive. Online retailers often offer better deals on wireless routers.
Neither really. You pay for a connection from an ISP. Your ISP's signals go to your router through your phone lines. Then your PC is connected to the router (through ethernet or wireless), and that's how it accesses the internet. The PSP is no different, it connects to a wireless router and accesses the internet in the same way. It does not use the PC as a middleman, as such.
When your connection directly from modem is faster (internet bandwidth), than through the router.
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There are configurations available through Kaspersky. Instead of Kaspersky you could try your Router Settings.