You need to have your PS3 jailbroken for this. If it's not then refer to the article on jailbreaking on this site.
OK, you have downloaded a PS3 game from a website or torrents and you have many folders or folders named like BCES-xxxxx etc.. You don't know how to copy these folders in your hard disk? You don't know what to do with the folders?
I also asked myself these questions and later I found out how to play games from hard disk on ps3.
Things you will need:
1. An external Hard disk(preferably 250 or 500 GB).
2. A downloaded game(the game folder might be named BLESxxxx or BCESxxx--don't worry)
3. A FAT32 hard disk partitioner which can be downloaded here(called guiformat.exe):
http://www.ridgecrop.demon.co.uk/index.htm?fat32format.htm
(You have to click on the picture to download the software).
4. Split4G software which can be downloaded here:
http://www.datafilehost.com/download-6b3de98a.html
5. Multiman backup manager which can be downloaded here:
http://www.mediafire.com/?r3nob8q0909ovaf
6. A USB Flash drive.
STEPS:
1. Download a game from the Internet.
2. The folder might be named BLESxxxx or BCESxx or something like that-don't worry. If there are many rar files, just extract the files.
3. Plug in your external hard drive and format it using 'guiformat.exe'.
4. Create a folder named 'GAMEZ' (all caps with a Z and not a S). This is the folder where you will copy your game.
5. Split the game folder that you downloaded using split4g software. Just select the game folder(named BLESxxx or BCESxxx) and also select the destination folder(probably the GAMEZ folder in your hard disk if you have it plugged in while splitting).
6. Wait for it to finish. The folder name will not be changed.* Split4G is used for files larger than 4 GB, which most of the PS3 games are larger than.
7. If you didn't select the destination as the GAMEZ folder and split it in a folder in any drive of your pc then just copy the folder inside the GAMEZ folder in the hard disk.
8. Download Multiman on your pc and copy the file in the root of a USB Flash drive(not inside any folders).
9. Now, on your jailbroken PS3 go to the Install Package Files and select the Multiman file and wait.
10. After it has completed you will see Multiman installed on your PS3(under Games).
11. Insert your external HD into your PS3 and open Multiman.
12. In Multiman, below you will see: HDD(which is the PS3 hard disk), USB#1(it might be USB#2 or USB#3 which is your external hard disk), Game disc(which is for copying a game from a inserted bluray to the HDD or your external HD).
13. Select USB#x (your external drive) and select your game and hit X. It will load the game and it will ask-- do you want to start the game without exiting to XMB?--Select No.
14. After selecting No you just have to have any bluray game inside the PS3(to fool the PS3).
15. Your game will be replaced with the one whose bluray dvd you have inserted.
16. Select your game(it will look like you have inserted the dvd of the downloaded game which you don't really have) and enjoy!!
I will post a video on how to use Multiman later!!
If you need any help just comment!!