Running a PS2 Game in PS3

Hey.

I recently was talking with a friend & got from him a copy of Baldurs' Gate & Baldurs' Gate II for PS2. He said he wasn't able to run the game, not actually, & I haven't figured it out either.

I'm new to PSX.

The game has 2 files: DARK_ALLIANCE.mdf & DARK_ALLIANCE.mds.

Any clues about how to make these games run?
Thanks.