It depends... If you use a router for the Internet then you don't need any cable, just turn on the router and then go to the PS3 and configure the PS3 to work with the router. If you have wired internet, then you will need an Ethernet cable, but since the PS3 comes with an Ethernet cable, you don't need to buy one. With the Ethernet cable, you have 2 options. If your modem has an Ethernet port, then just connect the PS3 to the modem directly. If the modem doesn't have an Ethernet port or direct connection won't work, then you can use Internet Connection Sharing to connect your PS3 to the Internet.
Click the link below for proper cable connections in setting up your wireless network.
This link also provides somewhat a checklist on what you need for wireless connectivity
Then, configure your wireless connection. The following links provides the step by step instructions for each version of Windows:
I hope this works for you. Kindly reply for further assistance. Good Luck!
Thanks for using Fixya!
"Understanding explains better..."
Usually answered in minutes!