did you see that when you jailbreak the ps3, two new options show up in the XMB ?
So, one of them is to install app, and the other is for you to play your games without the BD in the drive. So go in the manager, choose the game, then, when it comes back to the xmb, go in that option. I think is have something like APP_PS3 on it. Not sure about that now.