To play FINAL FANTASY XI for PlayStation 2, you will need:
# PlayStation 2 computer entertainment system
# Network Adaptor (Ethernet/modem) (for PlayStation 2)
# FINAL FANTASY XI for PlayStation 2
# Internal Hard Disk Drive (40GB) (for PlayStation 2)
# USB keyboard (highly recommended)
# Internet connection
# Visa or MasterCard

Since PS2 has discontinued the hard drive, I suggest that you play it on the computer or xBox instead.