Apparently SONY no longer support DNAS on Playstation 2 consoles (for a lot of their games) FFXI being one of the few exeptions on the list. I think your best shot is try to contact them through the Playstation 3 support.

But considering the error 881 being listed as "PS2 hardware incompatible" it could mean you're having problem with the Hard Drive or the PS2 console itself. FFXI is only supported on "NTSC/UC" consoles designed for USA and Canada (DVD player Region 1) and if you get Playonline to boot through the disc (For example Mexican consoles bear the "NTSC-U/C" mark but have DVD Player set for Region 4 with NTSC specs) and the console is NOT an US/Canada console, you will be unable to play.

Also some official PS2 Hard Drives which do not support DNAS properly (actually these were intended to be used on DTL/DEVKIT hardware) as they're prototype/test drives.

These have found their way to EBAY recently. I have purchased a few myself and I am aware that some of them cannot be used with the PlayOnline software even thought SONY's HDD Utility disc works fine with them.