You can. Here's how:
You need 1 PSP to PC usb cable.
A PS2 option file with the badges you want.
2x PES6 games (PSP&PS2)
1. Plug the USB cable into your PS2 & PSP.
2. Start both Pro Evo games. On the PS2 select Options, PSP Data Link. Do the same on the PSP but PS2 Data Link instead. There you should find a badge upload option.
Do that and you should be fine. Any problems PM me.