Have you called Sony yet? They can usually walk you through it. But what is the problem you are having? Is it that the PS2 isn't recognizing the adapter or that you can't get online?
go to this http://www.us.playstation.com/support.aspx?id=installation/networking/networkInstall_70000.htm
I had probs with mine too. Can you just not get online or are you having probs logging in? This isn't meant to sound dumb , but is the game your playing an online version?
I figured out how to get online a looong time ago, someone just randomly posted in this thread to bump it I guess?