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Plug the USB flash drive into the same USB ports that you use for charging your controllers. Go to the “Game” section on your menu bar (the Xross Media Bar, to use Sony’s term), then scroll up to the Saved Data Utility (PS3) selection. Go to the game data you want to save and press the “triangle” button on the controller. You should see an option to “copy” - select it and it should ask where you want to copy it to. Choose the USB flash drive and you should be good to go.