yes it does. Theres a starter kit for X-box\'s Live! program that allows you to go online for a year and then there is a recurring fee.
As previously mentioned almost all ps2 games are free to play online with the exceptions of a few like Everquest and the upcoming FFXI.
Also, when Madden 2004 is released there is suposidly going to be a small fee to keep playing 2003 online.