yeah... I'll take this one...
What HDD... the sony drive, or a third party HDD?
Do you have a Network Adapter, if not you need one for the drive?
Please tell me you have an older PS2 not the PSTwo.
First comes the removing the HDD bay cover. On the back of the PS2 there is a rectangular peice of plastic that pops out. Do so, then you can see the HDD bay.
Next connect the HDD to the Network Adapter (NA). There is an IDE and power Molex connector on the NA. After attaching the HDD to the NA, gentle side the HDD, while still attached, inside the bay and press the NA into place.
Using anything like a coin, screwdriver, ect... tighten the screws down on the NA.
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PSP 1001 3.52M33 w/10GB total storage
NDS DSReal 4GB