Just make sure you're logged in to PSN when you start a new game (hit Pyramid at the mode-select screen, I think?) and make your first save. When you want to transfer your save over, there's a separate "mode" called Transfarring that will follow the process. I'm not sure about this, but you might have issues popping trophies if you play a bit on one system, use Transfarring to bring the file over to the other system, then continue playing on that other system.
I didn't use Transfarring until I had platted MGS3 on PS3, and even then there were a handful of trophies I had to re-earn on Vita, though that only took me maybe 20-30 minutes. I was a dumb-dumb in terms of MGS2, though, since my first save on PS3 was made offline before I knew otherwise. I'll have to get the Vita plat from scratch...someday.