I'm not an expert but I don't think that has so much to do with a surge protector as it does the outlet.

It has more to do with the overall setup of the wiring in your room. Depending on circumstances, a power surge could affect one half of your room but leave the other entirely working.

Thank you all for your replies.

Huh..?
I wish I had knowledge from nowadays consoles.

Isn't that dangerous still. I mean PS3 has own powersupply.. somewhere. Cables? Yes? =D
You should not tinker with those, it's my sense of spiderweb.

Should be OK, but it depends on how much power your PC is using and how good your surge protector is. I've had my desktop, 360, monitor and a bunch of external hard drives all going at once in the same 2 plug in wall outlet, but not through a single surge protector.

Depends on the quality of your electrical system, to some extent. I know at my mother's house you can't plug multiple power-hungry devices into one outlet.

It won't break anything though, it will just trip a breaker. So go ahead, it'll probably be fine. If the breaker trips, plug it in somewhere else.