Have a look here click here
near the bottom of the page, click on...
Network Adaptor (Ethernet/Modem)(for PlayStation®2)
This will open a pdf of the adapter instructions which covers both ad hoc and router connections.
I connected my son's PS2 recently and was not as tricky as I thought . I have even connected it by 'networking over the mains' as it's on the other side of the house and too far for a decent wireless signal (and cheaper than a wireless bridge anyway).