Paying High Bounty in Skyrim PS3

This exact thing happened to me when playing Skyrim on the 360 and it was very annoying because merely walking close to a guard would invoke it. That was quite some time ago, and I have not seen it happen on the XBox One, so it might have been fixed (by an official or unofficial patch). Point is, this may never come up again.

That said, I did figure out the solution to this problem: Punch a guard.

He will immediately start an arrest, and invoke the appropriate dialog options to allow you to clear your bounty in whichever way you prefer. It does cost a bit extra, but, it was worth it to get rid of the annoyance.

I know on PC there is a command interface that you can pay your bounty through, but I don't know if PS3 has that feature. I would try doing something wrong (steal some stuff or hit someone) and see if that triggers them to try to arrest you.