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):
DSiWare Japan (Tuesday) - The Tower DS: Challenge in front of the suburban train station! Gigantic Shopping Center (500 points and that title is awesome) - Pocket Rurubu: Kamakura (800 points) - Pocket Rurubu: Osaka (800 points)