Ace Combat 5: The Unsung War

http://forums.afterdawn.com/thread_view.cfm/366481

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You load them then you hit continue and it should work

This is more of a PS2 platform question. The process is not unique to Ace Combat 5.

Using a saved game that you download from the internet generally requires some extra hardware and software for the PS2 that is specifically intended for the task. Over the years, there have been several products designed to support the operation. Many are no longer available, but a couple still might be. I only have firsthand experience with Codebreaker 9.3 and a compatible thumb drive, the 128M Lexar Jump Drive. The combination worked well enough for me.

The general outline of the process is:
* Download the saved game file to your PC
* Convert the saved game format if necessary (perhaps using ps2save-builder.exe)
* Transfer the saved game file from your PC to your PS2 (perhaps using a thumb drive)
* Transfer the saved game file onto the PS2 memory card (perhaps using Codebreaker)

Other products are likely to differ in some of the details as far as what hardware and software are involved and exactly how you use them. The thumb drive/Codebreaker hardware/software combination is just one of the options. Other products may or may not work as well for you. You will have to do some research, shop around, and compare to make a fully informed decision.