Sounds like you need to use the Sql Server Network Client Utility on the win2K workstation to properly configure named pipes and/or TCP/IP connections (depending on what you are using).
Since you are obviously trying to use a TCP/IP sql connection, you might also try adding "Network Library=DBMSSOCN;" to your connection string to explicitly force the use of that protocol. See
http://support.microsoft.com/kb/238949 for more details.