For PSone games try this: wvw.swapmagicfix.com/exploit.html
With the original 'fat' PS2 you can use any IDE hard drive to run your backed up games from with HDadvance.
With the slim-line PS2 (i.e. the new version) you can use an external USB hdd with USBeXtreme.
To see which method will work with your PS2 go here: wvw.hdadvance.com/hd_advance_usb_extreme_comparison.htm
Neither hard disk method voids your warranty, and both versions are avalible from the second website.