Project Diva 1st/2nd is just 'card' trading IIRC.
Just because a game has Ad Hoc doesn't mean it will work, like I said before different games have different ways of connecting.
Ad Hoc Party should have some instructions of what to do.
It (kinda) works the same way as Xlink Kai where you start Xlink Kai/Ad Hoc Party, create a room, once people have joined fire up the PSP game and start a game through there and then people will be able to join.