you can if you want just buy a mod chip www.modchipstore.com

Or you can buy a network adapter, hard disk, and hd advance CD this allows you to copy all your 'backup' games to a hard disk so you dont have to load them up each time.. no mod chip is required for this and the disc is available from the above link..
cheeRS
Phil.
P.s ive got the hard disk and its great!