Create a new account - "Users-->Create New User." Go to Playstation Network - "Network-->Playstation Network (or even just Store, maybe)."
Create a new PSN account, but for location, choose "UK" instead of "USA." Keep going, keep going, and voila, you should have yourself a UK account. Then just go to the Store, find Killzone 2, and download it.
...I probably skipped over a few steps or wrote something wrong, but the biggest step is just creating a new account and accessing the PSN with it.
I recommend putting the sensitivity all the way up, and checking the hold to aim and also choose Alt2 as controller preset. The game is spectacular once you do that.