Trying to make windows games work on a PS3 is more effort than it is worth. Trust me I tried about 4 months back. You first have to install Linux and then run Windows virtually.
I guess I should throw in that I am no longer PS3 owner. I don't want to fan any 360 fan boy fires but I found myself needing to trade in the playstation for an Xbox. Despite what soem will try to tell you PS3 has very good games, and sony is working hard to create new and unique titles.
However, since games do not reach the PS3 as offten, the games the system does have do not go down in price very quickly. If you are like me and live on a limited income, you will find that you simply cannot afford that many games.
When the Gamestop I work at had an employee sale I decided to take the oportunity to trade in my PS3 for extra credit and bought myself a 360. Since games on 360 can get as low as 15$ used, I have been able to get more games to play.
On a side note I still havent forgiven Xbox for melting Mass Effect on me when I last had a 360. If I can, I still try to play most of my games on my PC.
