Again this is one of those things that I had to figure out and I wanted some place to keep it just in case I needed it again. I realize that this won't come in handy for anyone actually reading this blog, but still.
While watching a DVD hit "Select" on the controller. While on the menu find the icon called "Setup". Click it and then find "Custom Setup". Now go down to the "Parental Control" and change the settings to your liking. I choose "Off" because I never want to be bothered by the parental control features.
To save your changes eject and take out the DVD, which will kick the PS2 back to the setup screen. Then turn off the power or reset it.