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For games this means you are basically sorted - all you'll need to do is select the appropriate soundtrack. E.g SSX Tricky - once the DTS soundtrack is selected your Amp will (or rather should) immediately get the incoming signal.
For DVD's you need to insert a DVD and let it boot up. Then stop the DVD and press select.
This brings up the DVD setup menu and here you have the audio option to activate the digital soundtrack options.
To make this selection permanent you need to power off the PS2.
This is actually described in the Manual also.
Now when you reboot the PS2 your DVD's (providing they contain DD5.1 or DTS5.1 soundtracks should play the soundtrack you've chosen.
If you've got a DTS disc then use this as there will be no way you'll get any sound without it going via the optical lead.
I also presume that your Amp is Dolby Digital/DTS compatible (haven't looked it up).
Hope this helps - if not mail me, I actually have a digital set up that works no problems.
Paul
Of course, not having a SS5.1 amp myself, I couldn't tell you exactly where they are... but I'm sure someone will oblige.