Why doesn't my path of neo game work?

ok, i just came from gamestop bought it new and put in my ps2 ok? i click on the cd in the menu along with the memory card then the PS2 sign comes on, so at this point i ume im going to play right? well then the trademark matrix green symbols start raining down, so i figure it's loading right? so i wait...and wait..and wait and wait, and im still waiting....what's wrong? i tried it on two PS2s, should i return it?