Like yayyyyyy said, the PS3 won't like mkv files much. You can certainly use those files as a source though and recode/remux them yourself into proper PS3 compatible media files. One of the best current solutions is
mkv2vob which does zero recoding (which would take hours!) but remuxes it into a different file container but it's optimated/intended for streaming purposes. There are loads of mkv to mp4 encoders though, as I've never used a single one of them I can only suggest you try for yourself.
About the 4gb limit, that is indeed true but can be dodged if you reformat the drive in another format. I'm talking about
HFS+ which is supported by the PS3 and has no silly 4gb limit. Use
MacDrive to format and access the external hdd and your file size limits are gone.
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