yes, Windows 2000 has ICS (internet connection sharing) built in.
If its a cable/dsl connection, you right click on the connection in network setup, and there is a place to select "sharing". thats basically it.
as for dialup, I'm not sure, I haven't screwed with dialups in years, and definately not on windows 2000.
also, ICS is a NAT based sharing, (network address translation), not a proxy. there is a difference, but they sorta do the same thing. but NAT is better. basically it translates public network traffic to the correct private network addresses. Therefor NAT is usually transparent to all your internet applications on the client side. Proxies on the other hand, must be setup for each application on the client side in order for them to work properly, usually