Extract the Free McBoot files and copy them to the root of your USB drive.

If your games are larger than 4GB, you must use USBUtil to split them.

Note: PS2 USB ports are USB 1.1, which causes slow loading times and potential stuttering in video cutscenes. If you'd like, I can:

Give you (Fat vs. Slim) Let me know which you prefer! PS2 Games On USB - Play Your Games With Free McBoot

Download the latest version from the official GitHub or reputable community sources like PSX-Place.