PS3 to Accept PS2 Saved Games
Use of a new peripheral will allow next-gen system to use current-gen saves.
Though it seems to have been up for some time, Sony has updated its official PlayStation 3 FAQ page to answer an all-important question: Being as the PlayStation 3 is 100% (or nearly at least) backwards-compatible, how will PSone/PS2 saves work with the system, if at all? The answer not only explains how it'll work, but announces a new peripheral.
Sony, and likely third-party manufacturers as well, will release a memory card adaptor that allows you to connect your PSone/PS2 Memory Cards to your PlayStation 3, supposedly via USB or a Memory Stick slot. PSone/PS2 data will need to be copied onto the PS3's hard drive and onto a "virtual memory card". Data can then be copied back to a solid Memory Card for use on a standard PSone/PS2.
So no, you won't need to start your RPGs all over again on the PS3.
As of press time, IGN could not reach Sony for more information, details or even an official name for this peripheral.
fuente:
http://ps3.ign.com/articles/723/723569p1.html
faq:
http://www.us.playstation.com/PS3/about.html