you have to add Linux to the Win2000 boot menu.
Install linux, MAKE SURE YOU DON'T let Linux install Lilo to the MBR, you need to keep Win2000's boot loader there, and make sure you create a boot disk while you install, since you won't have Lilo on the MBR you won't be able to boot linux without one.
After the install is done, boot linux from the disk and type
dd if=/dev/hda3 of=/mnt/DOS_hda1/bootsect.lnx bs=512 count=1
ok on the if= part, you have to use the partition you have set as your linux boot partition (you set this up during install)
the of= part can be any drive/folder you want as long as Win2000 can see it (it can't see stuff on linux partitions), I just picked my C:\ which is mapped to /mnt/DOS_hda1/ with Mandrake at least.... finally bootsect.lnx can be any name you want...I just picked that becuase it's fairly descriptive of what it does.
After this reboot to Windows and you should see this bootsect.lnx file on your C:\ (or wherever you sent it to)
add the line
C:\bootsect.lnx="Linux" (again change c:\bootsect.lnx as appropriate for where you put/named the file, and the part in "" is just what shows up on the menu so you can type whatever you want there)
at the end of your boot.ini file (you might need to be in DOS mode to do this actually)
Next time you reboot you'll have linux as an option on your boot menu
Edit: SUOrangeMan wrote a great article about this,
over here.