Here's a page that will tell you how to do it. It's very simple to do, as long as you don't rush it. You've got a gameshark which is all your really need.
http://cousinfizz.4mg.com/
I will never go near my PS2 with a soldering Iron. I've got a guitar and it's bad enough trying to solder in new pickups in which you can easily screw up, let alone an piece of consumer electronics.