I assume you mean gamesave when you say "downloaded saved ps2 game."
I would say probably the easiest way is through a PS2 launcher like uLaunchELF. The only think is that you need to have some method of reading burned media like swapdisk or something.
With LaunchELF, you can browse through files on your PS2. If you have a pen drive, you can copy your gamesave from your memory card to it.
If you download your gamesave from codebreaker, (http://www.cmgsccc.com/saves.php?system=ps2) just save the .cbs file to the flashdrive, then insert the flashdrive into one of the ps2 usb ports. Boot up the codebreaker disc, go to device options, and transfer the save to your memory card.
If you download the gamesave in another format, convert it to .cbs using PS2 Save Builder.
