Mp3
After you insert the USB stick, you need to go to the music list in your PS3. Then go to usb stick and click on traingle. A list to the right will show up, click on Display all. It should show all the MP3's now or the list of folders in USB which have the Mp3's.
Select whatever MP3 you need and click on traingle and select copy or copy all. Now, All MP3's will be copied to your PS3.
Then if you want to use the MP3's with PES 2009, you need to create a play list in the same music list in your PS3. Then add the MP3's to your play list.
Start PES2008 then go to Gallery, then go to playlist editor. If you click on L1 or R1, it should take you to the MP3 list. Now, you can arrange your MP3 to play in any section of PES 2009. You can also access the MP3's to add it as a chant if you want to create or edit a team.
I hope it is clear enough.
Good luck.