Short Answer: You can't.
Long Asnwer: The external HD was designed for the SCPH-1x000 PlayStation 2 models that were never released outside Japan. The SCPH-9000x does not have the port or the pinouts to support an internal IDE hard drive. If you want to play FFXI, you're better off playing it on a PlayStation 3 that supports BC. Better yet, you can buy the PC version of FFXI less than $20.
PlayStation 2 (v4, v9, v18)
PSP 2000 (w/5.00m33-prometheus 4)
PlayStation 3 (60GB)