Sacado de Game Faqs:
"The problem surfaces when the user has some non-authorized memory cards, or
some utilities like the Gameshark installed. Here's what we do know:
1. The problem manifests itself as an inability to use the circle button to
grab ladders, hooks, pipes, etc. In addition, you seem to lose a key from your
total--meaning you won't be able to open a particular lock when you should be
able to. Most often these problems will be seen in the first level of
Raleigh's World, and people have complained they cannot grab the hook before
going over the gate, or that they cannot open the gate at the end of the level.
2. In all cases we've investigated thus far, removing the additional
accessory has returned the game to normal. Note that three Sly Cooper save
games fit into 59K of memory, so the save game will consume just a tiny
fraction of any PS2 memory card."
En principio basta con retirar la dongle card.A mi me ha funcionado,al menos en el punto donde me fallaba,y supongo que más adelante seguirá funcionando.Simplemente,una vez cargado el juego,quitais la dongle card,le dais a New game o cargáis la partida que tuviérais y listo.
Un saludo!