Sorry if we've asked you this before, but have you turned off the built in Windows Firewall? You'll find it in Control Panel > Security Centre. At the risk of making myself sound silly, as I know nothing about networking, or PS2, does the PS2 have a network IP address? You might be able to create a Rule in Norton to force it to allow traffic both ways. In Norton 2005, open Firewall, then click Configure, then the Advanced tab.
You'll find a button to create General rules.