You didn't say whether you wanted to patch your PES4 onto a CD-R or a DVD-R? Cos in the link above its showing a PES4 PC CD-ROM. The pics that Mumpleaser has shown you are ALL from a PES4 (PS2) patched DVD-ROM. Swap Magic DOES work with a patched PES4 DVD-ROM without a modchip. But, it does NOT work with a patched PES4 CD-ROM without a modchip.
And note that, its only possible to patch and run PES4 for the PS2 from a CD-ROM, IF you have a modchip. This is because no one has created or discovered a rip kit that can allow PES4 to work with the CD version of Swap magic.