Well, that depends on what multiman version you are using... What i did was, after copying the file to the internal disk, you can access the file manager in multiman by pressing both select and start at the same time... then locate the PKG file and press X two times on the PKG. Multiman is going to ask you if you want to exit to XBM to install the file, you say yes.
Now, the PKG will be copied to XBM, this can take a while... after is copied, the PS3 will restart and you will be able to execute the installation file. After its installed, remember to select any game from multiman prior to open the game. Hope this helps.