There is no "Mega Man X Collection" for PS2—it released on PlayStation (PS1) in 2005. You may be thinking of Mega Man X Legacy Collection (2018) on PS4.
Actual Mega Man X Games on PS2
Mega Man X7 (2003): Only X-series game natively on PS2.
Mega Man X8 (2004): Released on PS2, Xbox, and GameCube.
Where to Find Them
Online retailers: Amazon, eBay, GameStop
Check condition carefully—older games may have wear.