Instructions
Turn on your Sony PlayStation 3.
Open the "Game" menu, and choose the "Memory Card Utility" option.
Select "Create New Internal Memory Card."
Select the "PlayStation 2" memory card option, and press "X". This will create a new internal memory card on your PS3 hard drive designed to be formatted to save PS2 game data.
Press the "Triangle" button while your PS2 internal memory card is highlighted.
Select "Assign Slots."
Select "Slot 1," and press "X". This makes the internal memory card available to the PlayStation 2 games that you play, so when you get the opportunity to save (either from the main menu or at a save point, depending on specifically which game you're playing), your data will be saved to the internal memory card.