|Look, if you reconfigure the router to connect to playstation video store via VPN or any other VPN, you'll lose the PPPoE connection to your ISP and therefore, you'll have no internet connection, where the VPN connection can be established through.|
In simple words.
Your current connection must be up and running via PPPoE.
The PS3 must provide the option to connect to playstation video store via VPN.
If it doesn't support VPN by itself, you need e.g. a PC, that establishes the VPN connection and acts as a gateway for your PS3, to download things.
The original poster should always write the last response !!!
Let us know, if the problem is solved !!!