Its a USB Port.Every Computer tower should have them.Stick the USB stick in the port.Make sure the little key thingy on the side of the stick is UNLOCKED.Then it should open it as a file.Download a Option File, then Drag the Option File into the special USB Stick File.Take Stick out, Put it into the PS2, Put the Max Drive disc in.Go to Max Memory, then it should give you 2 options, 1 will be the memory card, the other will be the USB Stick, Click on the usb stick and it should have a microscope searching over a book at the top of the screen.When the Option File is loaded and you can see it, Go over to it, Press X, then go to Uncrush, and Uncrush it to the memory card.Load up your game and Wollah!
EDIT: I wrote all this out for nothing? Damn...:angry:.