Naplink requires you to able to load CDR's and have the required USB cable and Pukklink also requires that yuo can load CDR's not to mention you need the Sony Network Adpater and the ability to connect your PS2 to your PC via network cable
If you get the Network Adapter you need need a spare network conection to your PC, some PC's already have these, if not you can pick up a network card very cheaply.
If you go down the Naplink route you need a specific cable, the Prolific PL-2301 or PL-2302 USB to USB cable