Episode 2 just takes me back to XMB (PS3)
 

I start up the Walking Dead, pick my save and then hit R1 to goto episode 2 (after having downloaded Episode 2 from the store), I then hit the x button to start it, the screen goes black and a moment later I'm back in the XMB.

Any ideas? Been waiting to play this and now that it is released I still can't play it.

There's a support thread for this issue, keep an eye on that.