PS3 and music
The PlayStation 3 has been designed to accept music files from outside sources. The system currently accepts .wma, .mp3, and .wav files.
PS3 and music devices
Most devices that play music, such as MP3 players and PSPs, can be connected to the PS3 through a USB cable. You simply need a way to hook your device into the PS3's USB port.
Copying music onto the PS3
You can then copy music files onto the PS3 by using the system's XMB home menu. Under the music section, there will be an option to copy music from your device.
Playing music
At this point, you can play your music files on your PS3. These files will play in the XMB menu and, in some cases, during PS3 software.
In the game
The developer must decide whether the player can play music while running the software. Many games do not allow this, but some, like Killzone 2, do. To inquire about whether a certain piece of software will let you listen to music during game play, consult the software developer.