Some of these repliers are lying to you, are clueless or both, but they're wrong either way.
Such misleading answers here. The PS2 version can be easily altered; much easier than the PC. After all, video games were solely designed for consoles until someone decided to port them to PC. Burning a disc is not necessary unless you want to make a temporary code permanent. Just stick with permanent ones.
You need a cheat device disc (AR-MAX, Gameshark, Codebraker) and Omniconvert. Paste a code in Omniconvert, translate it to whatever format you use, enter the new code into the database, activate it, take out your code disc and place in your game disc.
There are topics on how to do this with the PS2:http://www.gtaforums.com/index.php?showtopic=171732http://www.gtaforums.com/index.php?showtopic=350108http://www.gtaforums.com/index.php?showtopic=322332&st=0 This post has been edited by GTASAddict on Sunday, Apr 7 2013, 23:26