It's a swap trick to play back-ups using a "bug" in the game Unreal Tournament (UT) and a patch. That way you don't need the Game Shark, but I think you still need the chip.
From modchip.com /####://www.modchip.com/ps2/directions.htm):

Method 3 (only for US PS2, no Game Shark 2 is needed for this method):
Insert the Game "Unreal Tournament" and turn off your PS2. (also ##### that you do not have a Memory Card in the Slot) - Turn On your PS2 and KEEP PRESSING THE POWER BUTTON - Let the game load (and keep pressing the power button) until the "WARNING" message appears which says that UT could not find a Memory Card in the slot - Release the Power Button and the CD Tray will open. You have now 4 seconds to replace UT with your backup. After 4 seconds the CD Tray will close.
Press X to acknoledge and the Main Menu will appear - Start a new Game - Choose a character and select the skill (e.g. Novice) - At the "Enter Name" Menu select X to accept and select "Yes" to confirm - Now choose Deathmatch and then Oblivion - The Screen will turn black and your backup will boot.
To make your PS2 Backups working with this method you need to download the "UT Patcher" from Zima´s PS2 Page first. Click here for Zima´s page.