Well i think it has something to do with the Reg code. If you dont have a reg code for your PSO You arent able to connect at all to the servers. BTW the error you described have happend to me too, I got it when i hadent set up my modem info. Ussaly when the modem is blank from information that is. SO pop in your dremkey or whatever and set up your modem and you should be fine, If its already been set up well then iam afraid i cant help you.

Good luck