The Bloody Roar 2 save game system uses a combination of automatic and manual saving mechanisms:

Use to convert your downloaded save into the format your system requires:

This process is more involved and requires additional hardware. You will need a memory card and a DexDrive. The general steps involve using the DexDrive's PC software to write the downloaded save file (a .gme file) onto your physical memory card.

If you want to troubleshoot your specific setup, let me know:

If you've installed a save file but it doesn't appear in the game:

PlayStation games are region-locked. A save file created for the North American version (NTSC-U) will not work with a European (PAL) or Japanese (NTSC-J) game file. The game will simply look past the save as if it does not exist.

If you own the modern or MemCard PRO2 wireless storage devices: