Just plug it in the socket
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Turn it off and let it cool. Unplug it from the outlet when it is off, and move it to a place with better ventilation and clean the air vents.
You can forward ports on your router for your PS3's IP, add the PS3 to the router's DMZ, or (although just this isn't the best fix in my experience) turn UPnP on on your router
Turn off the proxy server and check all the other connection settings!
nice video on the yellow light hope it helps. http://www.youtube.com/watch?v=zn89z_VUcP0
For PS3 users try to turn of optical or hdmi audio if it's on