Download and install CyberGhost VPN on your Mac. If you don't know, how to do this, please refer to our instructions here.
The 'Internet Connection Sharing' function allows to use an encrypted VPN connection with different devices in your local network. For that you need to connect the respective device, in this case the PlayStation console, to your Mac using a crossover cable.
Please note that your Mac needs to have two network cards, one for a connection to your router (to the Internet) and one for the connection to your game console. Alternatively you can use a wireless LAN, either from your Mac to the router or from the console to your Mac (or both).
The first settings have to be made on the host computer, that is the Mac, which encrypted Internet connection should be used by the PlayStation:
Go to 'System Preferences' at the bottom of the home screen, open 'Sharing' and tap on 'Internet Sharing'.
Open the drop down menu titled 'Share Your Connection From' and select your established Internet connection. This could either be 'Ethernet' (cable connection), 'AirPort' or 'Wireless'. Make sure to choose the right source.
Click on the drop down menu titled 'To computer using' and select 'Ethernet' (since you want to connect your PlayStation with a cable to your Mac). The Internet Sharing icon should now turn to green, symbolizing a working sharing connection.
Start CyberGhost VPN, choose the profile you want to use and establish the VPN connection. Once done, open the PlayStation menu, go to ‚Settings > Network Settings > Set up Internet Connection‘. There you deactivate the automatic search for networks and then set up an Internet connection manually.
Activate either 'Use LAN cable' or 'Wi-Fi' (depending on how you connect to the Mac with the running CyberGhost connection) and specify the connection method to 'Easy' to make sure that the PlayStation will automatically scan your Ethernet connection. In case of an Ethernet connection all settings will usually be adjusted automatically, in case of a Wi-Fi connection you additionally need to enter the correct password set for the wireless network of the Mac.
If you use a Wi-Fi connection from your PlayStation to your Mac AND from your Mac to your router, make double sure you don't accidently connect the PlayStation directly to the router.
Please also note that older versions of your game console might only have an Ethernet port and therefor need a WiFi hardware add on in order to establish a wireless connection.
Click on 'Do Not Use A Proxy Server' when asked, accept all settings and lastly select 'Test Connection'.