TDM in Windows 2000
Up to TDM 1.02 no special actions were necessary to download or run TDM in Windows 2000. With TDM 1.03 (and the added feature of built-in downloading capabilities) a few additional steps are required.
Updating / Installing
To run the TDM Updater in Windows 2000 you'll need to install the GDI+ redistributable which can be downloaded for free from Microsoft. After installing that you should be able to run the tdm_upate.exe without further issues.
Special case for TDM 1.03
For TDM 1.03 (released December 2010) the updater will refuse to run at all in Windows 2000 due to a dependency on a Windows XP component. Please download this fixed updater instead and make sure the --noselfupdate option is checked when launching the updater (Advanced Options > Prevent updater from updating itself).
Fixed TDM Updater for Windows 2000: http://www.dramthethief.com/darkmod/files/tdm_update_w2k.7z
Starting The Dark Mod 1.03
The standard TDM 1.03 installation will refuse to start in Windows 2000. Please download a fixed tdm_game01.pk4 file and overwrite the one in your darkmod/ folder (note: you'll need to have successfully run the updater first).
Fixed TDM Game Pak: http://www.dramthethief.com/darkmod/files/win2k/tdm_game01.pk4
Note that the problem will be fixed in TDM 1.04, so you won't need a special tdm_game01.pk4 for TDM 1.04 and upwards.