If you downloaded a raw save format like .max or .cbs , you will need a free tool called to inject it into your virtual memory card.
: Use the MyMC tool to open your virtual memory card (usually found in the memcards folder of your emulator directory). urban reign save data
on how to transfer a downloaded save file to your console or emulator? Urban Reign Save Game Files for PlayStation 2 - GameFAQs If you downloaded a raw save format like