If you see this message it means that you have a type 3 firewall between your PS3™ and the internet. A type 3 firewall will often have problems setting up a connection to someone else who is also behind a type 3 firewall, which means you may find it hard to find players to play with online.
It is usually possible to reconfigure your router so that it no longer acts as a type 3 firewall. If you don’t know how to do this yourself then please contact your network provider or router manufacturer. Or of course, you could just search the internet for some boffins to assist you!