Hiya I had trouble with connecting to the internet in that every time I tried it, it showed the error code 80710102 whereby the ip test succeded but the internet connection test failed. I also tried using different primary and secondary DNS numbers with no success. However after opening certain ports I found I could connect again :D.
I got the ports from calling Sony directly but you can also get them off the internet they are:
TCP Ports: 80, 443, 5223, and 10070 - 10080 UDP Ports: 3478, 3479, 3658, and 10070