What version ps2 do you have? Where do you come from (UK/US etc.)
Somebody posted
this link a couple of days ago that should help you find out your version.
By the sounds of it you dont have a mod in your ps2 at present. There are several different types of mod chip available at the moment like the Neo 2.5, Neo 4 (worst of the lot), Origa, and of course the daddy of them all the Messiah.
These chips vary in there functionality, some require you to perform a swap trick for CD-Rs & DVD-Rs, whereas the Messiah allows you insert the disc and play away.
The Messiah costs a bit more than the others, but it is well worth it in the long run.
Find out what version PS2 you have, and if you want a Messiah then send a message to one of the chaps on this forum - Charlie_ps2 & dust2dust or psxmodsuk - they should be able to sort you out, they can also perform the install which is very tricky.
Hope that this helps.