I would suggest reading through the entire "FAQ" at xlink kai's website. The link to it is at the top of the page.
If you still have problems we can help, butw e will need more information if you want us to be able to help you. First of all make sure you have version 7.3.1.7 of Xlink Kai. The newest version of Xlink Kai doesn't work with Playstation 2. If your program is opening in a web browser, it means you have the newest version and you need to get version 7.3.1.7 instead.
http://www.teamxlink.co.uk
To get version 7.3.1.7 look in the download sections of their site (link at top of page) and pick "Xlink Kai: Evolution 7".
If you have more specific questions about getting xlink kai work you can ask them here too. Just let us know what your problem is.