I just bought a d-link dir-600 and I've connected everything to it except my ps3, because it won't connect.
I know that ever step to connect my ps3 to my router is right, but when I take a connectiontest, then it shows that the ps3 can't make a connection.

Are you using a wireless or cable connection?

The PS3 should connect. Have you tried updating the PS3?
Download the update file. On a USB stick, make a folder called PS3 on it then a folder called UPDATE within the PS3 folder. Drop the update file in the UPDATE folder.
Plug it into the PS3 and update.