There are only two audio outputs on a PS2. Component and phiber. Since only tv's have component, you will need a phiber system to play sound. There are two options:

A: Get a SoundBlaster Sound card. These come standard (I believe) with phiber input/output jacks.

B: Get a surround sound system (A GOOD ONE!) I got mine from BJ's for about $1k, and it comes with a Kenwood audio reciever -w- two phiber inputs, a Kenwood DVD player (really nice BTW), and a 5.1 Bose surround sound system with a HUGE subwoofer. Only one problem: the police came to my house, and I'm not allowed to play MOH after 9PM anymore...
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"We can categorically state that we have not released man-eating badgers into the area."

-UK military spokesman Major Mike Shearer