All traffic from the PS3 going out is not blocked, but the outside (internet) can not see the PS3. You will need to create a static NAT and add ACL rules to permit the traffic in.
You will need to know the ports the PS3 game uses or you could open the entire IP (not suggested). Here is a link that explains what you need to do as far as creating the statics and ACL for limited ports.
As long as the communication starts from the inside you don't have to worry about opening ports because inside interface has a "permit ip any any" ACL by default and there's no need to open ports for returning traffic due to stateful connection.
On the other hand, if communication starts from the outside you need to create an static translation as well as to open the ports needed.
The other person recommended to do a static translation using the IP address of the outside interface. You may do so but bear in mind that no one else will be able to go out but the PS3 as the latter will use the only IP address you have.
You may contact Sony about requirements through NAT devices, there are some equipments out there that don't support PAT such as videoconference devices so port forwarding is not an option in those cases.
Table of ContentsIntroductionVersion HistoryPossible Future
UpdatesDocuments PurposeNAT Operation in ASA 8.3+ SectionsRule Types
Network Object NATTwice NAT / Manual NATRule Types used per SectionNAT
Types used with Twice NAT / Manual NAT and Network Obje...
Table of Contents Introduction:This document describes details on how
NAT-T works. Background: ESP encrypts all critical information,
encapsulating the entire inner TCP/UDP datagram within an ESP header.
ESP is an IP protocol in the same sense that TCP an...