Backing Up Saved Data

I'm getting my own ps3 so i don't have to play my brothers in his room and so i can play it whenever i want and i know theres a backup utility on there which i'll use to back up my saved data onto my brothers external hard drive so i can restore it on my own ps3. I read this though:

Copy-protected saved data cannot be restored. Also, saved data that has been restored may not be usable in some games.

I have no idea what this means. The only saved data i really really want to back up is Guitar Hero 3 and FIFA 08 (because i don't mind starting again on other games because i play GH3 & FIFA 08 most).

So can someone tell me what this means because i want to be able to transfer my saved data.