I've got a question for you guys:
Is there a way to transfer your save games (like save data from GTA4) from account "A" to account "B" which is on the same PS3,
Im sorry if you dont understand the question, so if you dont understand, please say it as reply
Use the Saved Data Utility to move game saves between user accounts or between USB drives. Highlight the save you want; press Triangle; choose Copy. Some games don't allow you to save further progress on a game save made on a different account though.
Can you maybe make a step by step tutorial??
I dont want to put them on a usb stick or something like that, just other account on same ps3, or do i need to do it with usb?
It doesn't get much simpler than the steps I've given you, unless you want a picture guide. Saved Data Utility is in the Game section of the PS3 XMB interface. It should be just above Trophy Collection. You don't need a USB thumb drive, but I highly recommend getting one to keep your backups on in case your console stops working or in case you want to bring your progress to your friend's house.