You might find some more help over at ps2-scene: http://www.ps2-scene.org/forums/forumdisplay.php?f=111
I don't have an internal HDD, which is partly why the manual is not fully comprehensive in this area at the moment. Have you got a network...
Try SMS (Simple Media System), as this supports ps2 HDD, amongst other media formats: http://sms.ps2-scene.org
@flipfoot: SMS will not play wmv files, but if you or a friend are interesting in adding additional codec support, there'll be loads of people...
You could also try the (open source) Playstation 2 Simple Media System: http://sms.ps2-scene.org There's also a comprehensive user manual...
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