There is no physical connection on the Playstation 3 to allow for the connection of the Playstation 2s Dualshock controller, but it is possible to get a USB adaptor that will allow this functionality. The Dualshock 2 adaptor can be inserted into the USB port and should work instantly. This will allow you to connect a Dualshock 2 or even a Dualshock 1, from the Playstation 1, to the Ps3 system.
It’s worth pointing out that not all games allow you to use a controller that was not specifically designed for the PS3. There are games that require the SIXAXIS features of the PS3 controller and without them will prevent you from playing the game unless a SIXAXIS compatable controller is connected.