A quick note, you cannot copy games directly to the PS2 console via FTP. It is helpful for moving around artwork, configuration files and homebrew applications
Things You Will Need
Setting Up and Starting the PS2 FTP Server
Navigate down to Save > press O to save your changes
Navigate down to OK > press O
Highlight MISC/ > press O
Highlight PS2Net > press O
The FTP server should start running and give status output at the top of the screen
Copying Files to the Playstation 2 Console
On a PC, open Windows Explorer
In the location bar type ftp://PS2IPAddress
Once connected to the PS2 FTP server you will see some folders listed
hdd: this is the internal hard drive inside the PS2
mass: this is the USB flash drive if one is plugged into the PS2
mc: this is the memory card currently inserted in the PS2
pfs: this is the playstation file system which is alos the internal hard drive inside the PS2
Additional Notes
The PS2 hard drive and network speeds are not great. Expect to see somewhere between 2-8 MB/s. The network interface is fast ethernet which under perfect conditions maxes out at 100 Mbps (12.5 MB/s)
The PS2 USB ports are USB 1.1, so they are even slower than the network/hard drive combo (around 1.5 MB/s)
Playing games from an internal hard drive is the best experience you can get on the PS2. Load times are reduced and it saves wear and tear on the aging optical drive
Even using a SATA to IDE adapter in the PS2 the internal connection of the hard drive to the PS2 motherboard is still running at ATA speeds (around 66 MB/s)