The Remote Play title is alittle ambiguous and doesn't actually let you "play" games via the Remote Play connection. It basically lets you control the XMB navigation and allows you to view media (music, videos, photos) on the PSP screen wirelessly from your local area (i.e. house).
I'm hopeful that with the "big March '07 firmware" update when you will be able to connect with the Remote Play from any internet connection (i.e. WIFI hotspot outside your local WLAN) that the functionality of Remote Play will become more robust. Perhaps we will then be able to use the PSP as a true remote to play games on the PS3, but I'm thinking not due to the hardware (button layout) limitations of the PSP.