I just set the same scenario up today on my PC so I could see if I fixed a bug that kept me from using XP on my computer with my router, and the new router firmware did, too, but that's another story (I'll be going to only XP tomorrow). I did read, however, that it is best to install 2k BEFORE installing XP when I was reading about dual-booting the two. Not sure if that's true, but that's how I did it....
Good Luck!