Get a USB stick or something of that sort. I had a SD card reader and that worked fine. Make a folder inside of it called PS3, then inside that, make a folder called PICTURE. Yes, it needs to be all capital letters.
USB Stick -> PS3 -> PICTURE
Put your emblem in the folder. Stick the stick (lol) in the PS3, go to the photo part on the PS3 "dashboard", find your stick, hit triangle and select "Display All". Then navigate to the PICTURE folder, copy your emblem(s), then load up PES. Go to:
Edit -> Edit Team -> Emblem -> Custom -> Create New -> Import Data, then find your emblem and VIOLA!