You definitely can. If it's saved on the PS3 hard drive, as a lot of game stuff is, you can send it via email/psn message to a friend. I've done that with Oblivion. It may depend on what game it is though.
You have to be connected to the PSN network to even start the game, so you have to have a connection no matter what. Once it's started you can play a game with just your friends by choosing "local".
I beat it. It was sooo impossible. The best advice I can give you is to set goals for yourself points wise on all the easy level. You want to have at least 5 lives to spare when you get to the end.
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