Well first you will need a Sharkport/X-Port. Then you will need the MKS program (there is a link to it in Heydu's sig). That's all (along with your PS2). There is another thread on how to use it, though its pretty much self explainitory.
oright i have one question again i live in holland and i cant find one here so i was wondering if i order one of the US wil the sharkport /X-port work on my PAL ps 2 ?
Go to http://www.play.com - you'll need a credit/debit card. Play sell them for £17.99 and deliver FREE to mainland Europe.
http://www.fortunecity.com/silverstone/detomaso/343/gt3dutchmap.html - this is a map of the well-known Dutch GT3 players. Feel free to e-mail any one of them if you have any problems at all - it should be easier to talk to them in your native language They're all pretty good guys.