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):
http://www.humblebundle.com Pay what you want for Little Inferno, Capsized, Dear Esther, Awesomenauts, and Thomas Was Alone. Beat the average and add Proteus and Hotline Miami. They're also doing Humble Weekly Sales.