Instructions
Select "Game" from the XMB home menu and scroll down to "Saved Data Utility." Press the "X" button.
Select the saved data you're looking for from the list that pops up. You will be shown all saved data on the hard drive, as well as data on any connected storage device. Press the "triangle" button to bring up your management options.
Choose "Copy" to move the data file from your hard drive to another inserted media, or vice versa. Otherwise, select "Delete" to erase the saved file.