There are two ways to do that:
1. Root your phone and use Wireless Tether. Then connect the ps3 to the phone's wifi.
2. Use PDAnet or Easy Tether, connect your phone to your computer via usb. Then connect a crossover cable to the ps3, and bridge the two connections in Windows.
Keep in mind however, that 3g data is NOT going to be fast enough to play any type of FPS game online. The lag/ping times are too high. It will work in a pinch however, but its certainly not something you would use permanently.