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):
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