being threatened by DDOS attacks and having an idiot hack into the system for users credit card information are two very different things.
besides, what could have sony done, as a business ? shut down their server preemptively to let Anonymous calm down, thereby encouraging other cyberterrorists to threaten them and possibly have what they want ?
i can understand why some people would be frustrated at sony, but they have been getting a disproportionate amount of internet nerd rage over this. self-righteous people who think they are poisoning the lives of simple consumers and costing a company millions of dollars in damage (millions that could have been spent elsewhere, like in developing the company and hiring more people) in the name of justice or the greater good.
like zircon said, there are a plethora of other organisations more worthy of anonymous's time.