Instructions
How to Load PlayStation 3 Games Onto the PS3
Format your PS3. This is one of the first things that must be done right out of the box. Once you"re plugged in and connected, it is a process that the PS3 will automatically walk you through. Formatting does internal partitioning that essentially tells your PS3 where to put different items on your hard drive, as in all of your photos being stored in the same place and all your music in the same place, etc.
Put a PS3 disc into your PS3. Most games that have a loading function will require that you do this right up front. Putting in the disc will automatically bring up the loading screen, and proceed. This is not necessary for every game to operate efficiently, and may not be an option.
Look into the options menu on the title screen. If putting in the disc did not bring up the load menu, then you may be able to find this choice in the "options" menu. Look for an option called "Load Game" or "Download Game." Keep in mind that this is different than "Load Saved Game," which brings up a game in progress.