I don't understand how you didn't know before you bought it. Do you not research things such as expensive electronic equipment before you buy?
To be fair, a certain well known (competitor) site still advertises the ps3 as backwards compatible with ps2 games on its main ps3 page:
some site said:# Backwards Compatibility: Play thousands of PSone and PlayStation 2 games as well as your CDs and DVDs on the PlayStation 3.
despite the fact they no longer stock the 60gb version and I believe haven't for some time. It's not until you dig deeper until it specifies that the 40gb does not have ps2 b/c - if the customer has already read that the ps3 has ps2 b/c then I can understand why it will be confusing due to the inconsistency.