PS3 Savegames on external storage backing up
First of all, you need a USB Stick in a file format of FAT-32. The game saves take up very little storage space. A Stick with 4 GB should definitely suffice.
- Connect the USB Stick to your PS3 and go to the tab "game".
- Select the "saved data utility" and find the desired Savegame.
- Press Triangle and select "Copy". If you want to save multiple scores, you can also select the "copy Multiple".
- Confirm the copying with the X button and wait until the PS3 has backed up the Savegames.

Your own game saves back up
Your own game saves from the USB Stick to import
If you want to import your Savegame, plug the USB Stick to the PS3.
- In the saved data utility your Harddrive now appears as a separate folder. Are you looking for the desired game and press Triangle. With a click on "Copy" and drag the Savegame back on your PS3.
By the way you can with the USB-Stick also files on the PS3 again.