Firstly, you need a USB flash drive or a memory stick (like a PSP one). Then, when you're on your PS3, go to Saved Data Utility, and press triangle on the savegame that you want to transfer. Click on copy (after you press triangle), choose your device, and select it. Then, just wait for it to copy. After that, you can delete the savegame from your PS3 if you want to. Put your USB or whatever in your PC/laptop, go to My Computer, then the rest you should know.