I'm not familiar with how to do that, but (with the manual of the router being no help) I checked every setting and anything that allowed me to enter a Mac address.
I tried the following, first I entered an exception via Lan Setup>address reservation, I then entered a value for the ip address as well as the psp's mac address
Then entering the values for the ip/subnet mask/default router/primary DNs/Secondary DNS
I still encountered the same problem as before where the psp can detect a server fine, but upon attempting to connect tells me:
"A connection error has occurred. A connection to the access point could not be established. Check the security settings for the network and try again"
I'm not knowledgeable to know If I'm entering the correct values or if it is a different problem (and despite searching, internet guides on the subject seem lacking)