check yourmanual. you have to turn it to movie mode first. It's hard to exlpain it here but the steps to do it is in your manual. you have to press the power button for some time and release it... check it out.
BTW, don't watch movies on your PS2 for more than 3 hours of continous play.. your laser reader will be badly affected. it's ok to play games for more than 4 hours beause the disc does not actually spin continously because you are actually playing on PS2s RAM. It only spins again when it loads the next part of the game.
Have fun watching.