Even if the latest games are playing good enough using an external (FAT32) HDD, there are some games (like God of War: Ascension for example) who containing very big files for FAT's 32 limits.
So you have two options, either to connect our PS3 with our PC using LAN, or to split this big file into smaller pieces, to avoid any filesize limits. The first option is already covered previously, so this time lets see the second option.
You only need to install PS3 Splitter. Then go to "Options" and check if you want to delete the original files (when split and upload them) and if you want to move these files in any external HDD.
When finish, go to main menu and select "Execute". There choose the folder where is the game files and then everything will be automatically. PS3 Splitter will move the files in the place we told it to do, like GAMEZ folder for example. When PS3 Splitter finish, you can connect your HDD to your PS3 and select the game with Multiman. Multiman will recognize the smaller files and then you can select if you want to merge only the big file, or to move whole game into the internal (PS3) HDD. The second option is better for speed.