When you are at the main screen. Where you can see PSN, Internet, Game, Movie, Pic
Go all the way to the left (settings) go down and look for 'System Settings' open it you'll see your nickname, System Languages, etc, then go down and find something called 'System Information' That will tell you your MAC address.
It should look something like this... Thats is an example.
00:A2:34:45:95:01