I'm pretty sure you can't do that. Even if you can, the usb ports are very slow on the PS2 anyway, so you'll most definitely feel the game lagging if you played it that way.
online via USB as in the games being run from USB or a USB network adaptor? i have only seen one USB adaptor for ps2, but few of them were made. Expansion Bay standard adaptors would be much faster as ps2 has USB 1.1 which is very slow.