Torrents any advice.?

I have a thing for anime and have downloaded a series of torrent files some being .mkv or .avi. Now to the real question, how to get them to play on my PS3. I've transferred them to flash drives, cd-r,and dvd-r. But, they still aren't wanting to play. What might I be doing wrong. I download from a site and I move the file to either of the three and they just won't come up on my screen when on the PS3's video menu. Any help is much appreciated.