First ... did PS3 see the U drive?
You should be able to see USB device under music, picture, video category even if it is empty. Make sure USB is fat32. PS3 don't support NTFS.
Second. did ps3 see the media files.
if PS3 see the device but not media files that means you need put them into right directory. PS3 by default will only search predefine directory for music, video ...