Here's a link to download Shenmue 2 for Dreamcast. It's an iso so you must burn the image onto a CD-R. I have already done it as well 100% safe, just make sure you know the steps to burn Dreamcast games.
Download: Shenmue 2 (English Speech) | Sega Dreamcast Roms & Isos Downloads @ DCiSOZONE.com