Instructions
Turn on your Sony PS2 and locate the two memory card slots on the console. These are located on the top of the controller ports on the front of the console.
Insert your PS1 memory card into the PS2 memory card port. Insert a PS2 game into the PS2, and it will start up automatically.
Play the game up unto a certain point and save your game progress to the inserted PS1 memory card. Some games allow you to save games only at certain points, so if you cannot save your game when you want, continue to play until you reach a save point. Press the "X" button on the PS2 gamepad when asked if you want to save your game.