As mentioned above, the program you need is Disk Utility.
However you have not provided us with (and so probably don't know) the full information you need. You ALSO need to know how the disk should be partitioned. The two choices that are available are GUID and MBR.
SO: what you need to do is
- plug the disk into your Mac
- start up Disk Utility
- from the list of disks on the side, choose your new disk. You need to choose the DISK not the file system on the disk. The DISK is the guy that is more indented to the left and has a name like 1000.14 GB WD xxxxxxxx.
In the tabs of the list of things you can do to this disk, like First Aid, Erase, etc, there will be one that says Partition. Click that one.
Under Volume Scheme, where it says Current, click on that popup menu to choose 1 Partition, and then click the Options button at the bottom and choose MBR or GUID as appropriate. (You will definitely not want the third option, Apple Partition Scheme. If I had to guess, I would say that PS3 uses MBR, but I honestly have no idea. Worst case, try MBR, and if that doesn't work, do this all over again but using GUID.)
With the partition stuff set up, next go to the Format popup menu and choose FAT32.
At this point make 100% sure that the disk you have chosen is your external disk, and NOT your boot disk or your time machine disk or anything else yoiu care about, hit the apply button, and wait a minute or so.
