There are many ways to transfer saves to/from computer and VMU. However, what about those who just want a simple solution for downloading save files from the internet and copying them to their VMU?
Introducing VMU Disc Builder

This toolkit is designed to be as easy to use as humanly possible. Simply gather the save files you want copied to your VMU (bundled as VMI/VMS pairs), then let VMU Disc Builder do the rest!
It will produce a CDI that can be burned to disc or used in an ODE.

Allow me to mention that if you want a pre-made disc containing all of the bucanero saves, you're much better off using what Damián Parrino (aka bucanero) built years ago:
https://www.bucanero.com.ar/2005/08/12/ ... p-cd-v130/