Want to know more about those extensions? You came to the right place. Notice that file extensions and important names are not italicized here. I am not wikipedia though...I could be mistaken about something or there may be more to something than what I've said...that's where you come in.

.adx

What I know is that this is the format of the songs in many games and that is all that matters.

.afs

Archives used in many games to store things

.bin

Bins are either disc images or archived folders and files. For the curious, being an image is good news because then it can be opened but if it's an archive you can forget that. Archives in .bin format are tricky, there's no way to make an universal .bin extractor because file structures across .bins change. I'm not sure because I haven't tried (nor will I because I'm not interested) but some of the .bins might be proccesed with Jaeder Naub.

http://wiki.xentax.com/index.php?title=Jaeder_Naub

.dir

Some kind of linking or index file, this matters only to programmers.

.elf/.irx

The PS2 executables, I need not say anything else. You can get some info on .elf files with ElfView. You can find it and other tools for consoles and console games here:

http://xorloser.com/

Elfview is a DOS program so it works just like adx2wav.

.ico/icon.sys
Most times they are the save file icons or other icons in the game.

.img

Image and "image" file. "Image" as to disc image files and image as to a picture file. None of .imgs I found in PS2 games ever work as the are supposed to...

.pf

No idea what this does, really. Although for some reason .pf files were associated with Windows Media Player...nothing happened though...
They are also Windows prefetch files, prefetch is a folder located
under WINDOWS\Prefetch (Windows XP Home Edition SP2, I don't know if
it is changed in other versions). In it are .pf files, these files
are used to open applications faster or something. Some people think
deleting them improves the PC's performance and others say it's bad.
Ryan Myers (a developer on Microsoft’s Windows Client Performance
Team) has said that there's no need to delete them since they'll be
created again, plus, they're automatically deleted, anyways...
What you do is up to you but remember, I'm not responsible for
anything.

.pss

PSX/PS2 video files, not all games use this video format (maybe ps3 and psp, games use it too, I don't have them so I don't know...). MPEG2 video layer and WAV Audio layer.

.rgb

Another dead end. Although .rgb files are believed to be images I couldn't open them, maybe they're like the .ico files, encoded in a special format for the PS2 only, who knows...

SLES5xx.xx/SLUS2xx.xx

Region codes. They are different in the PAL, NTSC and JPN regions. There is a technique to change the codes from save files downoaded by the internet, since this is a 'pedia, I'll tell you, be thankfull. Use a program called PS2 Save Builder (www.ps2savetools.com) and open the save. Change the BESLES to BASLUS (or the opposite) and write the number from 5xx.xx to 2x.xxx (x is random number) or the opposite again. Change both the name of the .max (or whatever cheat device it's for) and of the save's, but only these two things!. I don't know how to do in JAP saves. PS2 Save Builder also converts saves so you can use it in your cheating device (I use AR Max).