As of right now it doesn’t mean any actual changes, other than the name, but your PSN account is about to be called the Sony Entertainment Network. 
 
Right now nothing on the current PSN Store will change, though you will most likely have to accept a new user-agreement. In an email sent out to current PSN members the name-change is as follows, “get closer to (Sony’s) goal of establishing a global comprehensive network platform of services across games, movies, music and more, all accessible from one convenient account.”
 
You may not have received the email yet but you will soon, there are a few million to be sent out. This is one of the first big changes that have occurred under Sony’s new CEO. It fits the new goal of Sony as well, brining all of their services together and making the customer experience more streamlined. Hopefully PS3 users can expect some more substantial service changes and features soon.