I don't know, I wouldn't try If I was you. I would phone up the PS2 company and ask them theirselves.
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No, that won't work.
You stick the short headed USB end into top of PSP and bigger end in to front of PS2 (If it's the old one) but if it's the new PS2 Slim put it into the back of it
It will not be able to play the game, but will not hurt the PS3
You need a capture device, which is a small circuit board with a USB port. It requires you to open your DSi, put a hole in the case for the USB port, and connect it up to bridge between the LCD cable and the usual receptacle so the board can intercept the video signal.
put the firmware from your PC to a usb then connect the usb into the xbox360