While the PlayStation Portable has all the hardware necessary to take the handheld system online via HotSpot and home wireless networking access points, Sony's online plans for the system are still a ways off. To do things the official way takes time and money. To do things the unofficial way, however, just takes some unauthorized trickery and a little elbow grease...Source: IGN PSP
Not only is there a Windows Kai client, but they have Mac OSX Terminal and GUI versions as well. Grandted it's version 0.1, but its a beginning. "KaidOSXMenu" is a menu item. Amaryllis is an "Amazingly beautiful 100% Cocoa KaiUI by Maksim Rogov of Nullriver Software." You also need Amaryllis for this to work in OS X. I have not tried it yet, but it looks like you can use Amaryllis to join or host tunneled PSP, Xbox, PS2 and Game Cube games.
I am going to try PSP first, for obvious reasons. Although I must say this looks a lot easier on Windows. All the documentation I can find is for Windows. Ahh, I found Mac instructions.
