I have just recently bought

Question

i have just recently bought a wireless router. it states that it is compatible with all wireless gaming consoles. the problem is that my PSP can browse the web but if I attempt to play an online game for examp[le syphon filter combat ops it will say either connection lost or faild to comunicate with the server. what has me confused is that i can browse the web donload vids but cant play online games . Also when i do try to play online it is able to get the connection and the ip adress the problem starts when i log in theres a green light that flashes on the psp to indicate data transfer the green light stays on as if no tranfer is being made. I realy need help so please if u can it would be great. the psp is also in good condition to.