either make sure that you have two formatted hard disks or a hard disk with two partitions on it.
Install win98 on c, as ctll said, and then install win2k. During the win2k install make sure you install it to the other HD/Partition and it'll set itself off. during the install of win2k it will install it's own boot loader program that you'll be able to select win98/win2k from.
note you can either start the install from windows98 or by making the cdrom drive bootable and doing it that way, it's up to you.