If you are installing Win2K as a dual boot, then yes, you will need to reinstall all of your software.
As Win98 and Win2K are independent of each other, programs will need to write their information to the Registry in each OS, so you must install twice.
There are certain programs that do not write data to the Registry, so you can just get away with running the executable under Win2K and/or create a shortcut. These programs are usually the very small programs or shareware, such as mIRC and a few others.
Most of the larger packages, such as Office, will require a full reinstall.