well, what happens is- that the Network Adapter WILL work with the PS2, but the memory card that has the settings is most likely NOT there
All you can really do is to buy a game that has online functions. Most games (hell, i think all) that can go online have a function that allows you to set up connections for the PS2 network adapter.
They all have the same exact interface, so i guess that all online companies get the software from Sony. The only problem is that while its very workable, ther may be instances where it'll say you are connected, but you arent.
I know that for ppl with AOL Cable, it'll say you connected and such, but when you try to play the game, it wont work. Thats a different post tho. I hope i helped.