The problem is here
"2) Put your new USB Memory Stick with the files on into your PS3.Insert the Swap Magic Disc and click the PS2 disc icon when it appears. Swap Magic will now load... you will have to press your PS button to use control pad."
I do not have the swap magic disc and I do not live in a country that has any vendors.
I have still tried to download the swap magic 3.6 and burned into a dvd but it does not work, tryed to swap final fantasy 10 disc with swap magic but got nothing
The question that remains, is it possible to do without the swap magic disc ?