Two most popular solutions:
1. USB Profilic Cable - its a special cross-usb cable usually used for linking two PCs by USB... it can be used for linking PS2 woth PC too.. The Software to iniciate connection between theese two is called Naplink... but i noticed that the connection in this case is very fragile and can be broken by any time.
2. Ethernet card - best but more expensive choice... software: ps2link (and one from the various PC clients... personally i preffer X-link)... way more stable and faster solution... besides its opening you the path for installing HDD into your PS2
In both cases most common tool for save transfering: nPort - its operating on .npo save formats
There is special site on the net dedicated to this topic,m but im not sure if i can paste a link in here :>
SCPH-39004 (V7) PAL
Hardware: ETH Adapter, 80GB Maxtor HDD, SingStar, EyeToy, Tracer Wireless USB Keyboard, 2x 8MB MemoryCards, 1MBit MemoryCard, 2x DDR Mats, 2x DS2, Multitap Manta, USB Profolic Cable and lots more :>