What? You downloaded a video, right? Check what format it is. I'm not sure if the Playstation 2 detects other formats other than VOB. If it doesn't, then you have to obtain a format converter that converts AVI or whatever file the video is into VOB. Once you've done that, burn it to the DVD. To be safe, test it on your computer just to see if it works in the first place. If it does, it should play fine on your Playstation 2.