If your ps2 doesnt have a mod chip in it, it won't work correctly. The mod chips allows people to make back-ups of games, or burn games and play them. If your PS2 is only soft-modded(for people who don't know, soft-modded is when you mod the ps2's software) you can only play games (.ELF files) on your hard drive, or thumb (Flash, Jump, etc.) drive. If your PS2 isn't modded AT ALL, then don't bother doing anything like this, until you have read and understand how to modify your ps2, and what one would be better for you.
I choose to soft-mod mine, since i am getting a hard drive, and i would be able to play my games off of the instead of the discs, and i didn't feel like spending more money then i needed to.