the one i use just works as soon as it is plugged in. no need for drivers, setting up, configuring, or anything (in windows xp)
i use this below, however they are hard to find now but hopefully all the ps2 to usb adapters work the same. they are also very cheap so i recommend you go for it, u should be fine... just buy any, making sure it is plug and play (i expect they all are).