It shouldn't be a problem as all the file accesses are handled by the OS rather than the programs unless they are utilities of some sort....ie the ones that do scandisks, defrags, repairs and those sorts of things.
Games cannot access the file system without first going through the OS for the functions....so there should be no problems there. Games that DO directly access the file systems wouldn't be able to run under Win2K anyway, as they would be wanting to bypass the Executive services, which Win2K will not allow.