Step 5 in getting your PS2 online is to make sure something is *listening* to all these signals that your wireless receiver is sending out from your PS2!
Remember, the setup with the PS2 and the network cable to the wireless receiver is great. That wireless receiver is sending out messages via its antennae and is listening for responses. But what if there's nobody out there to talk to? That would be like having a walkie talkie and repeatedly saying "Hello! Hello!" into it. If nobody else had a walkie talkie to listen for your message, you'd never hear anything back.
So you need a wireless ROUTER, to hear those messages and do something with them. A wireless router looks like this -
The thing on the left is the router. The thing on the right is the cable modem.
So the signal comes into the house into the cable modem. You can see the heavy black cable on the far right. Now, a blue cable then sends the signal directly out of the cable modem and into the router. You can see that blue cable leaving the cable modem and then going into the router. The router now has "internet connectivity".
The router can handle both wired and wireless connections. It then makes the internet available to anybody in the house.
So in my setup, my PC is sitting right next to the wireless router and is directly plugged into it by a cable. You can see the grey cable going into the middle of my router. That is my main PC connected directly into that router.
However, my PlayStation 2 is far away from my wireless router. So instead of running a super long cable all the way across the house to connect the PS2 into the back of the router, I instead have a wireless receiver over by the PS2. The PS2 has a cable connecting it to the wireless receiver. The wireless receiver uses its antennae to send that signal to this wireless router. You see how the wireless router has an antennae? It listens for those signals and then passes them along to the cable modem.
So the router is a big "splitter". It takes one signal in from the cable modem, and it knows how to send information to my PC via the cable, and it knows how to send information ot the PS2 over the antennae. Wireless routers can easily handle multiple PCs, multiple laptops and multiple game systems all with one router. In fact in our home we have 2 different laptops and another PC all wirelessly communicating with that router at the same time that we play PS2 games wirelessly. Routers are pretty amazing little devices :)
Your setup is now complete! Now you put in the network CD that came with your PS2, follow its instructions, and play online!