Windows – How to take advantage of multiple NICs in Server 2008 R2 Storage addition to improve speed transfer

Make sure that TCP Offload is enabled. It's under the device properties for your network card. If you want to do it in the registry, MS has a guide here

I am not really sure how to do this and if I need to make these changes on my router configuration, on the OS or both.

You will need to do configuration on both your router and to your OS. The static IP address for the machine will allow the PS3 a stable connection description to rely upon.

You can set a static IP address in Network Connections under your LAN adapter details

Usually something like start -> Control Panel -> Network Adapters (Right Click) -> Properties

or if you have the connection in the taskbar right click and click properties

The port forwarding on your router will allow remote clients to connect to the box inside your network but isnt necessary if you were just trying to connect your PS3.

To enable port forwarding there are specifics for each individual router but generally you will have to access it from its web config panel from a browser at an address like 192.168.1.254 (varies) and find your specific port forwarding settings.

Update

Or as was pointed out below it it may be easier to set up a manual IP from your computer in the router DHCP settings.