How can i get this game to work on my ps3?

i downloaded a game from the internet called grand theft auto 5 ps3. when i try to transfer it first of all the usb stick does not show up in the game section only in the movies, music etc but when i go onto the game from here it says format not compatible (wma). in the saved game utility it shows that the usb stick is connected but says there is no data. can someone please help how do i get this game onto my ps3?