Regarding your favorite nickname, through the “Connect with Friends” page we’ve found you can sign up for a free PlayStation Network account using the regional Online Manual page. See Sign Up under the Friends category there.
November 17 update: As Alan (UK) pointed out in the comments section, now that the page is online that was supposed to allow PC users to register their PS3 username, we too, only saw this message: “This guide describes the registration process using a PS3™ system.” We’ll update again when the right page to register pops up, if it even exists. In the meantime we’ve emailed Sony in the US for an answer.
November 18 update: Sony is keeping mum about being able to register usernames online via the PlayStation Store (we were originally told this would be in operation worldwide yesterday). All semi-official Sony site Threespeech is being told at present is that the launch of this service has now been delayed and that a new date will be confirmed soon.
November 19 update: We just got a negative response back from the Multimedia Supervisor at playstation.sony.com. To quote: “You can only register your PLAYSTATION(R) Network Online ID through the use of the PLAYSTATION(R)3 system. You cannot use your PC to register at this time. We do not have any information on when PC access will be offered. We apologize for any inconvenience.” Could Mr. Harrison’s promise be false? We’ll hopefully find out next week.