To put a movie on your PS3 first buy a digital copy of the movie you want put on your PS3. Secondly copy the digital movie file over to a USB memory stick. Thirdly on your PS3's XMB go to movies, and say copy from my memory stick. Choose to copy your movie and submit to copy the movie to your PS3.
Making a copy of a movie that you own is not illegal. To give or sell it to someone else is. To make a copy of someone else's movie is illegal. Basically, if you make copy to avoid paying for the movie, it is illegal.