well man a couple of things...
most people are on either monster hunter freedom unite, (which is a super up-grade of mhf2 and i can highly recomend it) or they are playing monster hunter portable 3 which sadly is a japanese import only so great if you can read japanese but otherwise -.-
the other thing dude is that tragically MH is adhoc only, no online... you can go online via a ps3 if you have one or use a program called Xlink kai which im afraid i know nothing about.
on a side note i think MH is one of the best games out there, i am pretty much a solo hunter as i live in the middle of frikken nowhere but i manage. if you decide to upgrade to mhf unite you can carry over most of your progress and stuff so nothing lost.
your best bet is to get some of your friends playing as well and adhoc.
hope that helps and welcome to MH
Shadow's right, PS3 or Kai only. But I recently imported MHP3rd HD version for the PS3 and will soon be online with PSP and PS3 users playing with my fellow hunters....it's been too long! I did run awhile on Tri for the Wii, it was fresh, but not the same as PS!