Be sure to read this article to get around the Cinavia Error message.
The official list of video file types for the Playstation 3 does not include the increasingly popular file type MKV. Although not officially supported, this article will show you a couple of different ways to play these file types from the PS3, without modifying your PS3 and using completely free software utilities.
1. Stream the video file to your PS3 using PS3MediaServer. PS3MediaServer is a DLNA Media server that runs on your computer (MAC, PC, LINUX), that will automatically convert your video files on the fly to a supported format and stream them to your PS3. If your PS3 is on the same network as your computer, it will automatically detect the PS3MediaServer when it connects to the network. Setup is very easy, it intergrates well into the PS3 OS, and there are a ton of supported formats and other great features. Head over to the PS3MediaServer webpage to get started.
2. You can manually convert your MKV files to a supported file type. MKV2VOB is a freeware utility specifically created to convert MKV files to the supported VOB file type for the PS3. Once converted, you can copy the video files to a thumb drive or writeable media, and play it directly on your Playstation 3.
For more information, have a look in the PS3MediaServer and MKV2VOB forums, and comment here on your experience.