It is possible on HEN. In HFW settings go in here to developer settings and change the payload to debug mode.
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Then you need to run the SOCAT app as a listener on your PC that is on the same LAN as your PS3. I recommend using ethernet for PS3 not wifi, I could never get it to work over wifi.
Here is my windows socat folder
HERE, just click the debug ps3 bat. I think I got this of Joonie originally. You can also source Socat yourself.
If you plan to use it to help with debugging/modding games, note that on most retail builds of games you will only see the local files it is accessing like this:
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For debug builds the logging is often still enabled so you can see a lot more.