As stated, there is currently no direct method (mainly because the PS3 uses some kind of checksum/encryption that hasn't been cracked yet, due more to lack of interest than difficulty). Pasky stated one method of doing it. Otherwise, you can use a PSP as the transfer device instead of the PS2. The concept is the same though... you need to use something the PS3 will read to import the saves, which will cause the PS3 to convert it to its own format on its own.
I've been meaning to try a USB stick as the transfer device, but never remember to try when I'm around a PS3. Could give that a shot too.