It sounds like your husband is using the PS3, like as in your post, to deal with his real life problems. He probally can forget about his problems during the games, and gains self confidence/pride when he wins levels, etc.
My husband loves his PS3 and computer games....I guess it's his way of relaxing after a tough day at work...he completely zones out and only focuses on the game. I can be talking to him, and he has heard basically nothing I have said. I also started feeling left out when he would play his games, so for our wedding anniversairy, I bought him two games for his PS3, but both are games we play together. This way he can play his PS3 and I can be involved, but not totally bored. I got one game that has PS3 versions of board games, and the other is 'Little Big Planet.' My husband can play and win levels, while I can still play with him, but not be bored.
Maybe try getting a game you both can play-together?