Instructions
Turn on your PS3. Select the "PlayStation Store" option on the PS3's main menu.
Select "Browse Games." You'll see a list of both PS1 and PS2 games, among others.
Select the game you would like to download with the "X" button, then select the "Confirm Download" option to begin the download. If you do not have sufficient funds in your PlayStation wallet, you will be asked to add more. Use the information from your debit or credit card to add funds and continue the download.
Exit the PlayStation Store once the download is complete. You can find your game under the "Games" section of the PS3's main menu. Select the game with the "X" button to begin playing.