I was browsing around the official PSP forums about this. Apparently you can use either XBConnect or XLINK to play Adhoc games such as Wipeout Pure, etc. Which one is better out of the two and which has more people on it?
You should download both. It's really not a matter of Pepsi and CocaCola.
Have a drink of both programs, I do. Sometimes you'll get mad at KAI and go to XBconnect and vice versa.