Make sure your PlayStation 2 is properly connected to your home network. The PlayStation 2 network adapter device should be inserted into the console's expansion bay, and the cable that is attached to the network adapter should also be connected to your modem or router.
Insert your online-compatible PlayStation 2 video game disc into your console. The game's menu will load.
Select the menu option relating to the online component of that game. Certain games will have an "Online" option on the main menu, while others will have an "Online" option within the "Multiplayer" screen.
Because the PlayStation 2 network adapter has not been previously configured, the game itself will display a screen asking you to configure the device. All you need to do is select "Save Settings" to allow the game to access the Internet via your PlayStation 2.