I assume that you are connecting via the scart cable?
Using your Beo4 remote press MENU. From the menu on screen select setup. From the menu on screen select connections. Set either of the two scart sockets to VTAPE and exit out of the menus.
Now, by selecting VTAPE on the remote you should have your PS2 on screen.
At least, that's how I got my grandsons PS2 to work!!