If you are in the United States, Wal-Mart is just about everywhere. Unfortunately Wal-Mart no longer carries Gameshark, but you can use any version of CodeBreaker to install the Memory Card Independence Exploit.
You need to have a Flash drive, a PC, PS2 Memory Card, Original PS1 Game for a trigger, PS2 Original Game for CogSwap's DVD large disk addressing and CodeBreaker to make this work.
In regards to burining the game, make sure that you use the slowest speed that your burner supports in order to avoid stuttering in the game's video as the PS2 laser is able to correct the errors that your DVD burner can. Also incase you do not know this yet, make sure that you are using DVD -R to have the greatest compatibility. The older PS2s do not read +R or RW.