1st of all you need a USB memory stick or use you psp for the same effect
2nd you need a save from a ps2 game on your PS3 hard drive e.g metal gear solid 3
3. go to the ps2 memory card section on your PS3 menu and copy the game save to the usb device
4. put the usb device into the p.c and go to my computer>removable device and you will see that the PS3 has set up a series of folders click through these untill you get to the file ending in .psv
5. copy your PES option file into the same folder that the .psv file is in (make sure that the PES option file is a .psv file or it won't work)
6. put the usb device back into the PS3 go to saved games then USB devices and copy the PES option file to you PS3's PS2 memory card