use R1 to select a device (mc,hdd,pfs) 0 button deletes files, square and triangle are for destion to copy to and from (dont quote me on all that im just goin from what i can remember off my head), select gives advanced options, im sure its got a help file in it somewhere, you could try using ps2os instead its a bit more user friendly
pfs is the currently selected partition on the hdd. L1 switches between partitions. Sidenote, I can't copy from one partition to another right now. I'm pretty sure it worked before.. wtf is wrong with it now?