Yes, the parent controls usually consist of 4 code passwords but further restrictions might be possible depending on the model.
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there is no such button
The SSID you use is the one for your own wireless network, you set it when you set up the wireless router. So if your network is named 'MyInternet', that's the name your router is broadcasting. That's the SSID that the PSP needs.
Unfortunately, PlayStation Portables do not have a setup button on it. However, pressing the select button on the main menu works as the setup button if your PSP is modified.
To set up a PSP Connection I'm assuming to the internet, If not then please be more specific. To get on the internet turn on your psp and go to "internet settings" and you can either go scan which is the simple way and if that's if you know your internet name and password if there is one, click that and enter your encryption password and name it what you want to name it, when you try to connect to the internet use those settings. The other way is to manually enter your details and get your internet running that way.
the game has to be game share compatible. you basically got to gameshare on your psp and then your friend loads the game up n his psp.