And I believe the same company that released the game shark made a ps2 usb to pc usb cable and with an included pc application, and a special ps2 disc that looked like a game shark when you loaded it, but instead of inserting/activating codes, you copied to/from your pc hard drive. I had it a few years ago, just can't remember many details about it.
you could get a ps2 ethernet adapter, stuff a hd in your ps2, memory card exploit your ps2, ftp enable it and ftp your saves to your pc via crossover cable. (well or simply backup saves to the ps2 hd - thats what i'm doing)
i guess i can't go into detail here but try a google search if you're interested...
well and if you're only interested in backuping saves to pc then the action replay 3 max with usb stick could be your choice.
the official sony ps2 hd ships with hd software and you're fine.
for other hds you'll need software which i'll not discuss here. (dunno if it's illegal but anyway...)
but i could point you to the right directions. the *link removed* or www.psxforum.com forums have a ps2 hd section. would be a good start to read yourself through there (and ask if necessary).