well according to Microsoft that all depends... if the copy is legal and not pirated then yes, if you bummed it from your company for personal yes, then of course not

lol
Under Windows 98 there is a component called Dial-Up Server. In my computer in the basement I have two modems and a network card. The one modem connects to the internet, the NIC connects to my house network switch, and the older 28.8 modem allows me to connect remotely. I just installed the option, picked the modem, setup an account with userID and password, did some other stuff I don't remember so I could "see" the network, and *poof*, it worked.
From what I've heard Win2000 server is the only Win2000 product that is capable of NAT, so I'm sure it would have a dialup server feature.