I'm running win2k server and was thinking about doing the same thing, except with 2 cable modems. I looked into it a little bit. I won't be at my server until this weekend, but you need to setup routing, and then do something like quality of service or something, I don't remember right off the top of my head, but I'm pretty sure it's possible. If you haven't figured it out by this weekend, I'll check on it.
Edit - one other thing, you'll need three NICs. You might be able to do it with 2, but it would get more complicated.
1 for the cablemodem
1 for the DSL
1 for the internal network
Hmm, wait a minute, your using 2k Pro, not server?? I don't think it will work with 2KPro. Let me know.