righto, first off, if you have a slimline PS", look for the etehrnet slot on the back. it looks like a modem slot but bigger. bung an etehrnet cable in that and plug it into your broadband router or modem, use the station access disc you should have got with the PS" and follow the setup instructions.
If you have an 'old' PS2, get down to GAME or any game shop and ask em for a PS2 network adapter. it should be about 20 quid and it plugs into the back of the PS2, where the little pull off thingy that says 'expansion bay' is. bung in the cables, then the disc you get with it, follow the instrustions.
Sorry i cant be more specific, i havnt had a PS2 online in years.