Download the files you want and put them on a usb stick. Do you have uLaunchELF? If not, download it also, put it on the root of the usb stick, rename it from BOOT.ELF to RESCUE.ELF, insert the usb into the ps2 and start it with FMCB. Use uLE to copy and paste your files from the usb to your memory card. Put them in a folder, maybe BOOT or SYS_CONF or create a new folder. Then use FMCB_CFG.ELF to configure FMCB to use the new ELF's. It is in the install package in INSTALL, FMCB_CFG. It's pretty self explanitory. There are two parts to configuring it, one, to give the elf a name that will appear on the screen, and two, to "point" at the file so FMCB can find it.
OPL is better than USBA. It's newer, still being improved all the time and includes many neat features. In addition to playing games from the usb, OPL can also play ps2 games from a shared file on your pc through the lan. It's trickier to set up, but the games will play with greater speed and compatabillity.
Another thing you should do is to create a new FMCB memory card just in case something happens to the first one and your laser craps out so you can't make a new one.