You can't play .MKV files on the PS3. Period. You should use mkv2vob to mux them to play on the PS3 without quality loss. You can transfer files larger than 4 GB to dev_hdd0/Video I think. Make an empty folder matching the other file names and then copy those two small files from another video's folder.
Now transfer your video into your newly created folder. Now you should have the video on your PS3. To get the custom icon, while the video is playing press 'Triangle' and choose new icon. Hope this helps.