There are resources online where you can find free downloadable PlayStation ROMS, but many of these sites can run into a legal gray area.
The legal ramifications of BitTorrent remain in the gray area for many people, so proceed at your own risk and discretion.
Many, however, carry a copyright and as such, they fall into a legally gray area.
Many pundits say that the very act of copying a video game falls into a legal gray area.
In this way, you could say that burning PS2 games falls into the same or similar legal gray area as PlayStation 2 emulators.