I do the same thing you do for the most part. Why sit and download 600-700 meg image files when you can just rent the games for like $5. Problems occur with newer games though. Developers are including mod-chip detectors in with their games... if you have a mod-chip and you are playing a backup of the game (a copy), the game will halt. "Patches" remove the modchip detectors from these games so you can play them.
You might be "lucking out" in that you bought a "stealth modchip." Stealth modchips cannot be detected by this modchip detectors (eventually, if any developers really care, they might make new software to detect the new modchips, but i doubt this will happen with the ps2 out right now).
Basically, just continue to do what you do, and when you run into problems, come here!
