This Guide together with the sources of secure W2K at Microsoft Security can be a good beginning of understanding and securing Windows 2000 to a acceptable level.

New Guide For Windows 2000 PRO
Source: SANS NewsBites, www.sans.org

The US National Institute for Standards and Technology released
a security guide for Windows 2000 Professional desktop systems in
configurations used by office workers, at home users, or road-warriors.
NIST is inviting comments and suggestions on the guide.
The guide can be found here.