I would check your DNS settings, and if you're using a router to connect to the 'net, check your firewall settings and ports.
If you are using a router it's probably easiest to put your PS2 in a 'DMZ'.
If you can't put your PS2 in a 'DMZ' the ports to forward to your PS2's IP address are:
3658, 3659, 6500 and 27900
Hope this helps, regards,