Probably the most challenging step of getting started with PS2Dev is getting the environment right. You will need the PS2 set up with a method of loading your programs, as well as compilers and tools to develop your programs.
To load your programs, there are a number of different tools that you can use. Check out the Loaders section on this site for downloads.
The most common method of loading home brew programs is using PS2Link. PS2Link requires that you own a PS2 ethernet adapter (or that your PS2 came with a built-in adapter). The PC and PS2 are connected via ethernet using a crossover cable or hub. PS2Link is loaded on the PC. A client such as inLink is used on the PC to send programs to the PS2.
Another method of loading and testing the programs you write onto your PS2 is via NapLink. NapLink requires a PL-2301 USB<->USB cable which you plug into your PC and PS2. You start NapLink on your PC then load up your PS2 with the NapLink server.
To load PS2Link or NapLink on your PS2, you either need to have a mod-chip fitted, or use the PS2-Independence Exploit.
Naplink Demo Disk Swap
Getting Started with Naplink/PS2(Messiah mod-chip)
3stars.elf built on gnu NT.