Idk if it's different for PAL fat PS2's, but for a North American fat PS2 you can run games off a hard drive with OPL if you have the network adapter. Here in the US network adapters go for $10 and memory cards with free mcboot also go for $10.
Forget about loading games with HD Loader, it's only good for copying your legit games onto the hard drive. OPL works with more games.