How do you connect a PlayStation 2 to the Internet?

It is a PlayStation 2 90000 series (the latest version as-of today)

Includes:

* PlayStation®2 system (Technical Specifications)
o DVD and CD playback
o Digital surround sound
o Two memory card slots
o Integrated Ethernet port for network gaming
* DUALSHOCK® analog controller
* AV Cable (integrated audio/video)
* AC Adaptor & power cord
It says: Select location where “Your Network Configuration file” is saved.