Since you\'re not afraid to head back to the store, you could always consider switching for the Logitech brand. They\'re probably more expensive, but they\'re commonly accepted as the best wireless controller for PS2 and Xbox.
The only thing I can think of that might be user error is if the controller has a channel switch, make sure it matches with the receiver. I know for the couple wireless pads I have (for NES and Gamecube), they have to be on the same number as the receiver to work. Keeps from crossing signals.
Other than that, and I\'m no expert on PS2 hardware, but it sounds like you might have a crummy PS2. If that\'s the case, you might want to forget the wireless thing altogether and trade in for a cool game. That\'d probably make your son\'s day and you wouldn\'t have to shell out for a new system.
I guess there\'s a chance the controllers only work on newer PS2s or something, but someone else would have a better answer for that kind of thing. I\'m not real sure.
-Dan