I answered this question in a similar thread, maybe my answer will help you:
Which file are you trying to transfer? There is a saved data in the PSP Saved Data Utility (PSP/Minis) folder under the game menu in the XMB on your PS3, this is represents the memory card your PSP uses, don't transfer that.
Instead go into your memory card utility folder under the game menu on your PS3, if your PSP is in USB mode it should show up. This has all the individual game saves for you PSone Classics from your PSP. Select your save file, press triangle button, choose copy, choose the virtual memory card on your PS3 you want to save it in, (virtual memory cards fill up just like original ones, so if yours is full create a new one), your PS3 should prompt you to covert the file, when you boot up your PSOne Classic on your PS3 make sure that your game is set to the memory card with your save file in it.
Remember your save is in your "Memory Card Utility" not the "Save Data Utility (PSP/Minis)" folder.
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