I've had about 4 versions of this game over different platforms and updates. Currently I own
this game, which I highly recommend. It has all the levels of the first two games in it, and a great save system which keeps track of every level you've beaten thus far, plus percent completed, so every level you beat, especially the harder ones, leaves you with a real sense of accomplishment.
Now, my PS2 doesn't run Playstation games so well anymore, so I've not played it so much in the last 4 to 6 months, but that's more about the fact I beat one of the last levels, and then my PS2 froze up before saving.. grr.
At any rate, an online game I have played since then, which obviously drew inspiration from Lemmings, is
this one. The main difference is that you shape the environment to accomplish the end goal, rather than shaping the lemmings. This game is definitely no Lemmings, but it can have the same addicting quality if you have nothing better to pass the time with.