Instructions
Download the game you want to play from your hard drive by going to the PlayStation Store. Scroll across to the PlayStation Store on your PS3 home screen, at the far-right end of the menu bar. Browse the available titles, and purchase and download the games you want.
Press the "O" button on your controller several times, until you return to your home screen.
Scroll across to the "Game" section of your menu screen, and press the "X" button on your controller.
Scroll down through the list of games displayed here until you find the one you want to play. Press "X" while you have the game highlighted, and it will start automatically.
Press the "PS" button between the "Select" and "Start" buttons on your controller, and choose "Software Manual" to view the controls and other information about playing the game.