If you PS2 does do that then you'll have to check if there is a CD inside it. If not then put one. I don't know what I can help you with, other then that.
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If the ps3 has backwards compatibility. The only ps3 system that will play a ps2 disk. (not a burned or copied disk) The 20gb and 60gb and 80gb will work. The ps2 system data is a download off of the play station store. This download won't work on the ps3 slim. I download the ps2 system data file off of the play station store. Then after I download the ps2 system data folder. I putted the ps2 disk (not copied or burned) in the ps3 slim and it didn't work. The only ps3 that will play a ps2 game has to have 4 usb ports. If the ps3 has 2 usb ports it won't work. Every ps3 model will play a ps1 game. If you have a ps2 a ps1 game will play on it. The 80gb ps3 doesn't play as many ps2 games as the 60 and 20gb ps3 do. The 20gb and 60gb play the most ps2 games.
no PS3 games will not work on the PS2. Among the many problems PS3 games are on Blue Ray disc and the PS2 uses a DVD driver for the game console
That means that you turned off your game when it was saving, and you lost your data.
at the start of the where it says start game or load game
Yes, to store PlayStation 2 game data you need a 8MB (PS2) memory card. The PS2 will still play most games without a memory card