Roy, for all your getting online know how visit.
uk.playstation.com
They have pages of information about different setups and what you will need to get online. from what ive got for my PS2 is basically:
A PS2 (well der)
A PS2 network adaptor (Which you can pick up from your local games retailer)
Broadband Conection (you already have)
And to share my conection between PC and PS2 i have a little blue box called a router (which i bought for a tidy £30)
If you have BT as your service provider it says on there website they will provide a combined modem/router for £20 if you order online.
It was very simple to set upi and register and ive had hours of fun Playing Socom II online which kicks dirt in anything that XBox has to offer.
Also Deave, i cant believe you didnt know PS2 was online.