This is a common question, especially for those who have just picked up a brand new Playstation 3
In short, you’re going to need to purchase the Sony Playstation 3 Memory Card Adaptor, without this there is currently no way to transfer your old saves from your Playstation 2 memory card.
UK users, who have yet to see the Playstation 3 reach their shores, can already buy an unofficial PS2 Memory Card Adaptor (PS3), which does the same job at the official Sony kit but comes in at a cheaper price. Not to mention the official adapter isn’t out in the UK yet despite needing no hardware changes.
Look out for an upcoming tutorial on transferring your Playstation 2 saves, in the .psv format, back to your PS2 from the Playstation 3 using PSV Exporter