The only headache we experienced in getting our Harmony remote to control our PS3 was the remote setup process that needs to take place before everything can work properly. The included instructions aren't as clear as we would have liked, and even for a veteran Harmony user, it took a few remote syncs before we were completely satisfied.
If you already have a PS3 device programmed on your Harmony remote, make sure you delete it before attempting to use the adapter. Also, make sure you get rid of any associated activities as well. Once your remote is wiped clean of any PS3-related items, you can safely re-add the device. Make sure you select "game console," then "Sony," then enter "PlayStation 3." This newly updated "PlayStation 3" device carries all of the 51 possible commands and automatically assigns them to buttons on your remote.
When using your remote, you're going to want to make sure the little adapter is within line of sight. You'll want to aim the remote at it when controlling the PS3. Owners of Harmony remotes with RF capabilities can use the extender port on the back of the adapter if need be.
The Harmony Adapter for PlayStation 3 goes for $60. While that might seem like a lot of money just for the ability to control your PS3, keep in mind that most IR alternatives are even more expensive. If you don't mind losing out on the ability to turn your PS3 on and off and have a USB port to spare, the Nyko Blu-Wave remote can perform most of the same tasks for around $15 online, plus it comes with its own remote.