After much searching I've found that this is not possible.
In the end I took a different route.
As a noob, this ended up a long road: there is much info out there, but it can be overwhelming.
So for the benefit of others in my situation who just want to put an option file on their memory card, here's three ways to achieve this:
1. buy a memory card with the option file already on there form a third party (eBay) OR
2. buy action replay:
http://uk.codejunkies.com/Products/PS2-Action-Replay-MAX-Limited-Edition-16MB---PAL__EF000076.aspx OR
3. install freemcboot and run uLaunch:
http://freemcboot.info/ps2 ohje/indexe.html. This requires you to open the PS2. This is the method I chose.
With the the third method, once freeMcBoot is installed, I played a game of PES6 just to let it create the save file structure on the PS2 memory card.
Most PS2 option files are in .max format, not good if you don't have a max drive from datel like me.
I found this Windows utility:
http://www.4shared.com/rar/4gDb8xQ-/Ps2_Save_Builder_08x.html. Its a PC utility that will open up and decrunch the .max file, and show you three files. Select the first one (only the first should be needed, but I did all three just to makes sure), right click-->extract, (the file should be "BESLES-54203PES6OPT). Save the file to a FAT32-formatted USB stick. Put the USB stick into the PS2 (switched off!), remove the PES6 disc from the PS2.
Turn on your PS2 with no game disc inside the dvd drive. From the McBoot main menu, Start uLaunch. Navigate to the memory card, find the BESLES-54203PES6OPT file, click R1 shoulder button on your PS2 controller, select delete. Navigate out to main uLaunch menu and into the "mass" drive. Your saved "BESLES-54203PES6OPT" should be there. Click R1, select "copy". Navigate out (triangle), and back to the main menu in uLaunch and then into the memory card again. Navigate to the PES save file where the option file was previously. Click R1, select mccopy. Turn off your PS2. Put the game disc back in. Play!
I also found plenty of the option files for the PC version. It is possible to convert these to work on the PS2.
Download this:
http://www.purplehaze.eclipse.co.uk/downloads/PES_Editor_6.0.6.zip. Its a Java program: it works on Windows and Linux if you have Java installed. I used Ubuntu. Load in any .max option file. Then load in the windows option file as OF2 (File menu-->Open OF2. Then Tools-->convert OF2>OF1. Save the file. You now have a .max version of the PC option file. Then follow the previous steps to convert the .max to PS2 "BESLES" format, and transfer to memory card.
(Mods, if this against forum rules and then apologies,edit as you see fit.)