To backup your PS3 savedata to an external device, go to Game > [Saved Data] and press to bring up the menu. From the menu, select [Copy] and choose the destination. Data can be imported back to the PlayStation 3 if needed. It is recommended that you backup any important data.
Please note that not all savedata can be backed up. Depending on the model if your PlayStation 3, you may need a USB Memory Card adapter to copy data to memory cards. Copy protected data cannot be copied to external media either. For these games, your savedata is locked to the PlayStation 3 console and cannot be backed up in any way.