If you are using modern nightly builds of PCSX2, the emulator supports "Folder Memory Cards" which don't require external tools.

This comprehensive guide provides everything you need to know about downloading, converting, and importing a complete save file into PCSX2. What a 100% Save File Unlocks

This happens when the region of your game ISO does not match the region of the save file. Check the title screen or your PCSX2 console log to confirm your game ID (e.g., SLES-55466) and download a save file that explicitly matches that code. Memory Card is Full

Method B: Using the MyMC Tool or Built-in Memory Card Manager

Which you are running (v1.6, v2.0, or newer)?