What you need is the following item :
http://www.play.com/play247.asp?pa=s...2&title=111516
Basically, you write down the serial number and product number of the ps2 (i think), then screw the adaptor to the back of the ps2. Then either plug your cable modem's ethernet cable into it, or use a router and connect it to that. Then register with Central Station, and away you go