For the longest time, I thought the ability to listen to your own music in games was an Xbox-only feature. Apparently, the PS3 is fully capable of this feature, it is just up to the developer to put it in. There are actually a lot of PS3 games that allow you to play music from your PS3's hard drive in the game. There is a list of these games on the Playstation forums, and it is kept updated.
Link: http://boardsus.playstation.com/t5/PlayStation-Lounge/In-Game-Custom-Music-Compatible-PS3-Games/m-p/39994653?view=by_date_ascending
A few of the games on the list that I'm happy about:
- Bad Company 2 (offline only)
- Killzone 2 (offline multiplayer only)
- Little Big Planet
- Midnight Club LA (offline only)
- ModNation Racers
- Red Dead Redemption (offline only)
- Skate 2
- Call of Duty Classic (offline only)
- PAIN
