If you havent already you might have to make a Internal PS2 memory card on the PS3 HD. This is very simple. When on the PS3 XMB goto the Game Tab. Then goto Memory Card Utility and select New Internal Memory. Get that setup then follow this.
First you have to have Socom 2, Socom 3, or any PS2 game that allows you to make a Network Configuration. Then you put that game in the PS3. Load the game. Go online on that game and where you see it say Edit Network Configuration (something like that) goto it. Then it should load the Network Configuration area. Do whatever it asks then save it. Now when you try to go online on any PS2 game you will have the Network Configuration setup to allow you to go online.
Ive been online on THUG, THAW, Socom 2, Socom 3, and Socom Combined Assualt.. So it works if you have questions or problems just reply here.