Step 4 in getting your PS2 online is to plug the other end of your network cable into something useful! In this set of instructions we are "going wireless".
Therefore, we are plugging into a wireless receiver. This is the component in a wireless network that sits far away from the router, off in a living room or bedroom or bathroom or whereever you want to be playing your games. The wireless receiver sits out with the PS2, merrily sending the PS2's game signals back to "home base".
In my setup, this wireless receiver is on my living room bookshelf. You can see the pink cable going into it. It also needs to be plugged into a wall to get electrical power to work :) The antennae should be pointing up so it can send and receive signals well.
I also have one of these upstairs in a bedroom for upstairs game playing. It's the same thing. The signal from the gaming console goes in from its network cable, into the wireless receiver. The wireless receiver is plugged into the wall electrical outlet so it gets power to run. The antennae points up :)
Now if for some strange reason you were NOT running wireless and actually wanted wires all over creation, you could of course plug this pink cable end INTO the actual physical router. That is shown in the next step.
Step 4 in Getting your PS2 Online