Ok, I did a quick download of one
's link. Its actually a rar archive file. Apparently it asked for the part 2, and most likely part 3.
You probably need to download all 3. And extract the the pkg file.
Skyrim - (BLUS30778) v1.06
Place the pkg into a usb, plug it into the PS3 system and installed it via XMB.
Did you actually also download all 3 of the links?