I have a Sony Cyber Shot Sc950 digital camera, which I use with a memory stick. Here's my question: what do I need to do to transfer the memory stick files to the PS3?
The PS3 should have a memory stick port on the system where you simply put in the stick and it reads it. I'm not sure the model you have but I have an older 80GB model and the memory stick port is right under the plastic flap beside where you put in the disk. Here is what you would see: I believe newer PS3s may not have that reader though, so in that case you would need to use a USB port or use a Media transfer device between your PC and your PS3 (which I can tell you how to do if you don't have a media card reader or can't connect your camera to the PS3 like you would your PC via USB for any reason).
If your PS3 has a memory stick slot, slide it in. Sony likes Sony. Of course, if you have the dumbed down newer models, might have to transfer from PC to a USB flash drive or get a MS to USB dongle.
i'd download ps3 media server and just view them off your pc's hard drive: http://ps3mediaserver.blogspot.com/