We've heard this story so many times... you're not the first, and certainly aint the last.
Basicly you need a PS2 to dump your own BIOS and you need to buy your games to play them on PCSX2.
If someone decides to download all of these, its not the emulator that is illegal, its still the user that actually downloads those. Emulation is perfectly legal. Don't try to blame piracy on the emulator while infact its the user that is being the pirate. (Ohh and I'm not saying that everyone is a pirate. Alot of poeple on this board sue PCSX2 using their own dumped bios and games.)