Noob question I know :P. 

You have to create virtual memory cards first, its an option when in the game area of the XMB and after that you just save the games like you would have done with the PS2 :D

ok I will try it. Also, how do you get the saved data from the PS2 memory card onto the PS3?

Well in order to do that you need to have bought the memory card adapter, but you only use it once so i would recommend just starting the games again on the PS3 (if possible) instead of wasting £/$'s on an attachment that your likely never to use again!

1.
Select (Memory Card Utility (PS / PS2)) under (Game) in the home menu.


2.
Select (New Internal Memory Card).
Follow the on-screen instructions to complete the operation.


ASSIGN A SLOT
1.
Select (Memory Card Utility (PS / PS2)) under (Game) in the home menu.

2.
Select the internal memory card that you want to use, and then press the triangle button.

3.
Select [Assign Slots].

Thanks guys, just done it. How much is a memory card adapter? Don't fancy starting Dragon Quest 8 and Kingdom Hearts from the start.

If you live in America it's $14.99 at Gamestop: http://www.gamestop.com/product.asp?product%5Fid=802581

And anywhere else in America it's $14.99.

thanks, so UK it will probably be £15 because we always get ripped off

Is there a way to transfer these virtual cards between PS3's?
Thanks,
Rabbid Bunny

@RabidBunny

EDIT: Actually, after I wrote those steps below, I turned on my PS3 to make sure I was giving the correct info, and I found out you can copy saved PS2 games directly to a USB flash drive. Just follow steps 2-5, and when it asks you for a destination, select the USB drive. unfortunately, there is no way to copy an entire virtual memory card with one click, so if you have a LOT of saved data, it may take you a while. To add stuff into the other PS3, just select the USB drive undery Memory Card utility, hit triangle, and copy the saved game to a virtual memory card in the second PS3.

I hope this edit isn't too confusing...


If you have the memory card adapter...
1) Put your PS2 memory card into the adapter and plug the adapter into your PS3.
2) Using the memory card utility under "game", select the virtual memory card that has the saved game you wish to transfer.
3) Open the virtual memory card and select the saved game you want.
4) Press the triangle key and click "Copy"
5) Your real PS2 memory card should appear as a destination, click on the real PS2 memory card to copy to it.

Hope that works for you.