Instructions
Insert a CD, USB drive or other media containing your music files into the PS3.
Scroll to the "Music" column on the XrossMediaBar (XMB).
Press the down arrow to select the source of your music, then press the Triangle button. Select "Copy" and press "X" to import the music onto your system's hard drive.
Launch a game on your PS3, then press the "PS" button to open the XMB.
Scroll to the "Music" column and locate your imported music files. Press "X" on one of the files to start playback.
Press the "PS" button to return to your game and leave the music playing in the background.