I cant answer it nearly as good as others but I'll try

:
You screw in (with your thumbs, its very easy) the network adaptor into the back of your ps2. Then you get that special cable, and one end goes into adaptor, and other end goes into modem/router/jack in the wall....w/e. Insert the disk that came with adaptor...god I havn't done this in a while....and I think choose automatic configuration (thats what I did anyway) Then it should be all ready
Every patch is downloaded onto your memory card while are going online. You just sit there and wait for it to finish, then log on. You dont do it over the computer.
Sorry for the very horrid job at trying to help you, but I cant remember exactly what to do....thats....mostly right though I think...