ok when I had a ps2 which was around a year ago or more I had the same problem. It needed ports opened from within the "modem/router" look up your "modem/router" on portforward.com or portforwarding.com some shit like that. It should have a in depth walk through of how to open ports on your router/modem. oh yea each game should say what ports need to be open and the ps2 manual will probably tell what basic ports need to be open in order for it to work. Oh yea by indepth I mean with screenshots. Peace yo hope this shit helps you.

dsl modems/routers have a built in firewall