This is a real common problem, it happened to me when I started to run a server.
I don't remember what I was doing at first but I got it to work by toggling a few different things.
First, try port forwarding to your pc. ports 3658,3659,6500,and27900, I think. Or turning it off if you're already doing so.
Second, try setting your router to respond to pings from gamespy. This gets your ping to show up on the server list among other things. Do this ONLY when you're running the server as it can be a security risk.
third, if you haven't already done so, give both your ps2 and your pc fixed addresses on your router, and make your ps2 the DMZ. My ps2 is 192.168.0.3 and pc is 192.168.0.2.
Tweaking these things around should get it to work.
Also the server client communicates with gamespy via port 27900, though I was able to get mine working even port-forwarding that port to pc. the ps2 still got the info.
Once you get it working, don't be surprised if you can't hear the other players. Your connection might be too fast for the server to connect the audio properly.