Rooooofl, nope, the Playstation Network is completely and totally free. Any game that can be played online is totally free. It isn't as good as the Xbox, but that costs money, while this doesn't. But this is only just starting out, the PSN will evolve and get better - especially with the addition of Playstation Home, which will be coming out within a year, I think.

And if you haven't used the Playstation store, do so. You can download free game demos, trailers, and hi def video trailers if you want. You can also download old Playstation games, though those do cost money. I think 5 or 10 dollars? But yeah, if you do that, you can then play them on the PSP, which is a cool feature, imo.