My nephew put a code for movies, he forgot the code

You dont have to do all of that. You can just put 7444 in. Tell him to write it down and lable it so he will remember.

I had the same problem one year ago. even though i never set them

Here is the procedure to reset the parental lock code:

1. Bring up a screen where the unit asks you to enter in the parental code. You can either insert a restricted disc, or enter the DVD setup menu and go to "parental control" under GA_googleFillSlot("TL-IMU-Article"); custom setup.
   
2. When the screen asks for the code, press the SELECT button, then enter in the code "7444".
   
3. The level adjustment under Parental Control dictates the strictness of the player. The lower the value, the more strict it will be. Either increase the value to lower the restriction, or disable the lock entirely by setting it to "off".
   
4. Once you have made your adjustments, be sure that the DVD tray is empty, and press the RESET button on the front of the Playstation 2. It is imperative the tray is clear of any DVD or game for the unit to save your settings.
   

A note for parents: If you're wondering what is stopping your child from using the above procedure to circumvent your rules, you can verify that they haven't reset the parental control very easily. Since the above procedure eliminates the old password entirely, all you need to do is see if your original password still works. If it does, they did not use the above procedure to break the rules. If it doesn't, they might be trying to pull the wool over your eyes.

http://www.techlore.com/article/10505/Resetting-Parental-Lock-Code-on-Playstation-2/