What's up, is that they are two separate systems. The web site and the PS3/Vita use the same account database, but the friends lists and messaging systems are completely separate, and don't interact at all. This is by design. The web site has been around much longer than the PS3 (the PSN web site used to be called the Playstation Underground), and they have different functions. You just have to manage them separately. You can't use the web site to send messages to your PS3 friends, and vice versa. You can't do anything else related to the PS3 on the web site either.