@Chaoskiddo: You are going to need a USB (Flash) Drive and some kind of special software that lets the PS2 read game saves from the USB Drive. There are a few types that you can use such as Action Replay MAX (Amazon has it cheaper), Action Replay MAX Evo Edition (which is the same thing as Action Replay MAX but comes with its own USB drive) or Codebreaker. Then just follow nWo 4 life's tutorial and you should be able to do it.
@Divinity: No, you either need a modchip or use the network transfer method. For more information on this method, refer to thebroken episode 3 which explains it in full detail.