Are you trying to back them up? If so you don't need to do this via FTP or file manager. Simply go to the Saved Game Data utility in the XMB and use the Copy option to move it to an external storage device like a flash drive. Note, that some game saves are copy protected and cannot be backed up.
I've found the save game data in /dev_hdd0/home/00000001/savedata. But if you have more users on your ps3 the folder can change depending on what user you are. It could look like this: /dev_hdd0/home/00000002/savedata or: /dev_hdd0/home/00000003/savedata. Just check the file localusername in the same dir what is savedata dir.