Ok, as I have a Max-Drive, here's how it works:
1) Download the file you want. You can find these on the Codejunkies site, this forum and many other PES forums.
2) Put the Max-Drive in the USB port of your computer. Using the software that comes with the it, transfer the file to the Max-Drive.
3) Plug the Max-Drive into the USB port on your PS2, and load the Max-Drive PS2 disc.
4) Transfer the save file to your memory card.
5) Load up game and play.
There you go, hope it helps. You can decide from this whether you want to fork out £10 for one.