I am pretty sure that won't work. I had to buy a VGA Box myself to do the same thing. You can usually get these from Wal-Mart.
You connect your PS2 to the VGA Box on it's Audio/Video connections, but you will need the correct adapter for your PS2.
Then their is a cable to connect to your video card and you can basically switch between your PC/Console by pressing a button.
It is a pretty nifty little concept but the graphic's dont look so hot. On my VGA Box it looked like I had some sort of interference for some reason.
But, like I said you can find these at Wal-Mart, or even Ebay.