If you have an option file on your ps2 you will have to get a PS1/PS2 Memory Card Adapter that connects via USB to the PS3. Once you have that, the system will copy your entire memory card onto the PS3 HDD (you can't select individual files) so you'll have a virtual memory card to use with your PS1/PS2 games.
In some ways, it's kinda cool. I know of some people who just had lots of PS1 memory cards to save before every CGI part in an RPG or something. Now you can do the same thing, except all your memory cards will be virtual. It's easy to switch between them too. Just hit the "Home" button and assign a new card to the virtual slot.
The not cool part is that the memory card adapter only works one way, so you can't copy files from your PS3 to your PS1/PS2 memory cards. Basically, the adapter is a one shot deal, you copy all your memory cards, and you'll probably never use the adapter again.
My recommendation: if you know a bunch of people getting PS3s, you should all just get one memory card adapter and share it. Save some money, and you won't feel quite as ripped off.