Here I found some info regarding PS3 compatibility and good explanation to why slim PS2 doesn't support some games:
During a little chat with Digital World Tokyo, SCEI's Reiko Sakamoto admitted that the imminent PS3 will not necessarily be 100% backwards compatible.
"It's hard to say the PlayStation 3 will be 100 percent backwards compatible but as we said earlier this year we aim to make it so as much as possible," Sakamoto said.
"We believe multiple factors are responsible," said Reiko Sakamoto, a spokeswoman for SCEI in Tokyo. The latest console uses a new chipset - the chip that sits between the main processor and the rest of the device - and changes in that chip coupled with the way some software is programmed are believed to be causing the glitches, she said. The problems are largely screen hang-ups during certain parts of the game but also include glitches such as the slow saving of game data onto memory cards.