Instructions
Remove the PS2's video cable from its correlating "Video In" port on your TV. The video cable is the one with the yellow color-coded plug.
Plug the Cobra Light Gun's video cable into your TV's "Video In" port. Note that the yellow plug on the Light Gun's video cable has both a male and female end.
Connect the PS2's video cable into the female end of the Light Gun's video cable plug. Connect the Light Gun's PS2 controller plug into the Player 1 controller port on your console.