I cant understand why you should be having anything to do with IPX/SPX. TCP/IP should be all you need, unless its something thats specific to the game server that youre trying to connect to :?
I had never heard of it until you mentioned it but it looks like it was a better but now almost obsolete protocol used in the NOVELL networks.
This page gives some information on it but as I said before I cant see why you have it installed :
http://en.wikipedia.org/wiki/IPX/SPXIf you look in your LAN properties and see if NOVELL is listed in the general page then maybe by removing it that may remove the error and let the TCP/IP connection work properly for your PS2 ?