Setup the security templates, enable client IPSec and configure it, modify your registry enabling defense against certain types of DoS attacks, patch your 2000 prof and IE, firewall (hardware is recommended because it is more configurable), anti virus (AVG or what suites your taste), sweep for spyware(keyloggers, etc...), clean out all the possible privacy threats like cookies, use a deletion program like nortons wipe program, use the EFS or encryption file system on your 2k prof, use the backup utility just in case something wrong happens during your configuration or an external threat. Use the Microsoft Baseline Security Analyzer and scroll up just in case i forgot something.

IPSec step by step guides- http://www.microsoft.com/windows2000...ipsecsteps.asp

EFS- http://www.microsoft.com/windows2000...y/efssteps.asp

Security Configuration Tool for 2k prof.- http://www.microsoft.com/windows2000...cconfsteps.asp

One of the encryption uses that you might come upon(kerebros) - http://www.microsoft.com/windows2000.../kerbsteps.asp

Security How-To's(this one covers mostly all the embedded security already in 2000 and the things I mentioned above)- http://www.microsoft.com/technet/its...p?frame=true#a

MBSA- http://www.microsoft.com/technet/tre...s/mbsahome.asp

Good luck with the configurations, itll take awhile. Dont forget to follow the things mentioned above my post.
Theres a guide to 2k prof. at another antionline post here at http://www.antionline.com/showthread...hreadid=218015