Many gamers on the official PlayStation forums are complaining of frequent lock-ups and crashing when trying to play online in Killzone 2 due to the latest patch. Most users seem to have an issue when they download the Steel & Titanium pack first and then installed the patch.
A possible quick fix for those having issues is to go to Game Data Utility (not Games Save Utility) on your PlayStation 3 and delete Killzone 2 data. Then launch the game and download and install the patch first. This seems to fix problems for many users.
On the other hand I personally have been having frequent lock-ups and crashes, even though I have not yet purchased the DLC. The game tends to lock-up when trying to load online levels, other than Radec Academy. Whether this is a widespread problem, is as of yet unknown. Please leave your comments if you are also having these issues.