PS3 "Connect media device to storage destination"

have an older Ps3 and I'm having trouble playing internet videos. I went to the browser, found what I wanted: CW.com free online videos.
Page works fine, however when I try to play a vid it tells me I need Adobe 10.0 or higher. Go to the adobe link, click install, and halfway through step 2, a window pops up stating "connect media device to storage destination" and the circle/back icon. I push circle and the page goes to step 3, but Adobe isn't updated. I can't find the media device storage settings for the life of me. I don't want to save or download the episode, just watch it :/