"The memory card is corrupted"
"Game saves won't copy"
If you're interested in "McDonald's Big Game," it was a promotional game that McDonald's released. However, details about it are scarce because it was a limited promotion. Mcd001.ps2 Full Game
If you intend to play a full PS2 game via emulation: "The memory card is corrupted"
If you downloaded a pre-made Mcd001.ps2 containing saves:
Place it in the memcards folder of PCSX2 and select it in Config > Memory Cards. "Game saves won't copy"