Found a DEV9 plugin (DEV9giga-razi) on the main downloads page, so started trying out the guide posted there.

But PCSX2 (0.9.8) comes up with "
[wx] Failed to load shared library 'C:\Program Files\pcsx2-0.9.8-r4600-binaries\Plugins\DEV9giga_razi.dll' (error 126: the specified module could not be found.)
Path: C:\Program Files\pcsx2-0.9.8-r4600-binaries\Plugins\DEV9giga_razi.dll
File is not a valid dynamic library.
Some kinda plugin failure: C:\Program Files\pcsx2-0.9.8-r4600-binaries\Plugins\DEV9giga_razi.dll
"

I assume that means old plugin. If so, darn.

http://forums.pcsx2.net/Thread-ethernet-plugin

Ah thanks