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New to the forum - Hello and could I have some help ?
I'd say the best place to start looking is the SMS User Manual .
Since ur PS2 is unmodded but u have HDA, maybe u'll want to have SMS on CD and put it in the HDD to boot using HDA. There is an ISO from a working SMS CD here -> http://www.psx-scene.com/forums/showthread.php?t=43521. Or u can use the Exploit mentioned in the Manual. In any case, u better read the manual, it's a great piece of information for any newcomer to SMS.
About the ways to get the media onto your PS2, maybe the better for u is the WLAN, but then again, there are some "alternative" methods u can find in the Manual.
About the WLAN, there was a guy having problems with his but he mentioned somewhere in this forums that he managed to get past the problems, try searching and u'll surely find something if u have problems with ur connection.
Furatudo aka HellHitZ