You'd need a DVD burner and DVDs in the first place. City Crisis and other lower quality games use CD-ROM, but they suck.
You'd need a mod chip or a similar device.
-OR-
I was playing SOCOM, and said that the CodeBreaker CD acts as a bootdisk and can bypass the security check that the PlayStation2 does on the games so you can play copied versions.
Also, there are bootlegged PS2 games out there, so dice5_5, you're incorrect. HAHA.