Create a file structure like this on your memory stick. PS3, SAVEDATA, then put the extracted content in here, should be something like bcues3728756857. Put your memory stick in your PS3 and then go to save data utility and then you will see your memory stick with the saves on it, then just copy them. Make sure to type folders all in caps and to download the right region game save.
If it's a PS3 savegame, do what the above posters said, but if it's a PS2 gamesave, it's a different process.
If the save is a gamefaqs PS2 save game, you need to see if the game has a listing for "PlayStation 2 PS3 Virtual Memory Card Save". Otherwise, it will be an incompatible format unless you have the specific device that that type of save was transferred with.
The devices for PS1/2 from their FAQ:
PlayStation - DexDrive (.PSX) format saves only. Requires a DexDrive.
PlayStation2 - X-Port, SharkPort, MAX Drive format saves only.
Stick the *.PSV file in the "PS3\EXPORT\PSV\" folder of your memory stick if the PS2 game has a "PlayStation 2 PS3 Virtual Memory Card Save" If it doesn't have this listing under the games save section, then no one has uploaded one yet.
The Directories for your games on your memory stick would be:
PS3\EXPORT\PSV\"File.psv" - PS1 and PS2 save games