Instructions
Press the "PS" button at the center of your Sixaxis controller at any point during gameplay. This brings up the XMB dashboard, which you can navigate using the directional pad or the left thumbstick.
Use the directional pad or thumbstick to scroll to the "Music" menu. Scroll down through the "Music" menu to look at the albums and tracks you have saved to your PS3's hard drive. You can also go to the "Playlists" sub-menu to look through the playlists you have created.
Highlight an album, artist or playlist that you want to listen to while playing your game. Press "X" to open the folder, select the first song you want to listen to and press "X" again to begin playing it. Press the "PS" button to exit the XMB dashboard and resume normal gameplay.