I'm not sure what you mean.
You want to transfer game saves from your PS2 onto your PSP via USB?
I think the USB ports on PS2s are used only (or mainly) for stuff like EyeToy cameras and that.
Most importantly, if you're sitting there thinking that the memory card on PS2 saves the whole entire game on itself, it's 8 megabytes (well that's what my one is
) and will surely not be able to save the whole game, only data such as the exact location of where you are, what weapons/etc. you have, and so on.
If you in fact CAN transfer game saves from the PS2 mem card to your PSP, you'd most likely need the game on PSP as well, not just PS2.