Newbie in Need of Help

[GuMMyBeAr2U]

Brand new to the whole thing and in need of lots of help

I have a playstation2...
I bought a no soder mod chip....
and i bought a gameshark2....

How do I copy a game? Do i have to have a DVD burner? What program do I need to use to burn the cd? How do I get it to work in my playstation2?

Please answer in lame terms for I have no clue what I am doing.

Thank you so much for helping me out.