Neither of those devices can access a Wiimax network, I think Wiimax technology requires special modems/base stations and operates under 802.16 specification.
PSP only has a regular 802.11 antenna for accessing regular wireless routers, nothing for Wiimax technology.
Same goes for the Kindle, it can only access 3G and Edge/GPRS networks.
So no they won't be able to access a Wiimax network, but to add to what Crixx said wireless routers are pretty cheap these days so you could get your high speed net shared in your home wirelessly. If you are talking about having true portability from your PSP to play online while on the go, I don't think there is anything available locally, Blink On The Go......bleh.