After doing some research, and confirmed by Scotty, apparently you can't save PS1 games to PS2 memory cards. So I've ordered a PS1 memory card from Amazon and I hope it's here by the end of the week. (it was only five dollars including shipping)

And I emailed the original seller who burned me on my purchase and yelled at them for the second time and it looks like my refund came through.

Seriously, this game better be worth it. I am hating it already because of the stupid effort I am having to go through!