well, you have to go into your router's setup, that's usually done by going to a certain web address like 192.168.1.1 or something (check your router manual or website). Usually under the advanced settings there is a DMZ host setting. you will have to enable the setting and enter the IP address of your PS2.
I'm pretty sure you can determine the IP address for your PS2 by going into the network configurations (using the network set-up disc you got when you bought your network adaptor or, by going into it from socom). Accept the changes with your router and try that.
If you told me what type of router you have (include the model #) I might be able to give more detailed instructions or at least direct you to their website. If this doesn't work, we can try opeing up the appropriate ports.