After you get Naplink started on your PS2, and you're able to download some of the demo programs, you're going to need to set up a development environment. The PS2 has two main, separate CPUs: the Emotion Engine (EE; MIPS 5900) and IO Processor (IOP; MIPS 3000). Each CPU requires a separate and different compiler. However, for the purpose of simplicity, the three avenues detailed below will entail setting up both compilers in one fell swoop.

If you want to know the details of how to build the compilers and set up PS2SDK (Software Development Kit), read ooPo's toolchain.sh

Lukasz Bruun has been kind enough to detail a guide to setting up the PS2SDK for Win32, via MinGW/msys. A link to this guide can be found below.

Over time, many people have had problems setting up the PS2SDK in Win32 (Cygwin and MinGW both fail to build, or fail to compile code properly, as of 08-17-08). As a result, LBGSHI has set up an updated, fixed, pre-built, msys/MinGW PS2SDK, with most of the popular libraries included. It can be found below.