There are a couple different ways to do it- 1.) mod your ps2 hardware or 2.) use a cd/dvd thing that you insert before putting in your import game. I've done this a lot with the PS1 and GameCube, and I HIGHLY recommend the second option. It's a lot easier and less of a headache if you mess up.
Here's a PS2 cd import loader thing (first product in the list):
VC/WW (Monday) - Super Adventure Island (SNES, 800 pts) - FAST Racing League (WW, 1,000 pts) - demo: Bit.Trip Void (free) Retail (Tuesday) - Green Lantern: Rise of the Manhunters Rock Band 3 DLC (Tuesday; * has optional Pro Guitar for an extra $1)