Let me see if I have this right.:

Your PSP wireless to your router to the internet = works?

Your friends XP machine wireless to your router to the internet = works?

Your Vista machine wireless to your router to the internet = local access only?

Your Vista machine plugged into your router to the internet = no internet?

Try pressing Windows key + R, and type cmd and press enter.

At the command prompt, type ipconfig /all and press enter.

Copy and paste all the info that comes up here and maybe it will give us some clues.

I hope we can get this figured out.