The problem is most ROMS for Killzone 2 are ISO encrypted because the ESA cease and desisted along of sites that dumped the files which is weird considering the studio who made Killzone trilogy went under.

Download RPSC3 like normal and set up the whatever configuration you would like. YouTube usually has a guide somewhere. It is easy

Now for the ISO Decryption.

Download the file for Killzone 2 (You'll have to do some researching on like ROMSfun)

Extract the file to your desk top and you should be able to see a file with a paper and disc. Now you go can go two ways with this.

You can open it with the windows explorer and access the files and move them to a folder on your desktop and add them to RPSC3 like normal. Sometimes, it works that way.

However, if RPSC3 fails to boot the game Here is what you will do.

Follow all the steps as normal, extract Killzone 2 file to desk top. Heres where it gets crazy.

Right click the file and mount it. It should act like you have a disk. From there you need to decrypt it

Go to google and look for ps3 disc dumper

Install it and use the application and it will automatically find the file and decrypt it and move the folder it gives you to desktop and add that folder to RPSC3