Ok, As far as I am aware their is no wireless option for the ps2 so you will have to plug your ethernet cable directly into the router that has your broadband running on it and the other end into your PS2 (If you dont have a slimline PS2 you will need to buy the adapter - normally about £15 to £20)
From here put the ps2 online set up disk into the ps2 and it should run through some questions with you and after that you should be away.
Be aware though that some games will require you to open certin ports on the router e.g. FIFA. The info for this is normally in the instruction book at the back.
While I am at it, a massive thankyou to Le Chuck for helping me with my problem. I am now the happy owner of all of the kits The next time I visit Monkey Island I will be sure to buy Mr Chuck a beer.