better yet, test it out for yourself -
www.grc.com. go into the site and click on 'shields up!' to begin testing.
somethings to mention besides what owensdj said.
if you're not connected to any LAN (basically home use with a dialup/dsl modem to connect to the internet, i'm not sure about this if you're on cable), you'd want to turn off NetBIOS to cover another huge hole. go to start->settings->control panel->administrative tools->services.
set the 'TCP/IP NetBIOS Helper Service' to manual and restart your computer.
BTW, with my DSL modem (and RASPPPOE used instead of verizon's crappy WinPOET implimentation), i can even turn off the DNS Client, DHCP Client too (well, set it to manual...but it's never activated by win2000 when i check) to free up some more RAM w/o any problems.