Regarding the PKG file, it's a file format used by the PlayStation Store to distribute digital content. If you're looking to download a PKG file for Skate 3, be aware that:
To successfully download and install Skate 3 on a PS3 using a PKG file, users typically require: skate 3 ps3 download pkg
If your game boots into a "Renew License" error, you must activate it. Regarding the PKG file, it's a file format