It sounds as if you're not attached to the right workgroup. Is this your own personal database? If not, contact the database's administrator to get the workgroup file location, and then join it.
If this is your own database, you must have set up the security for it. The reason you're not given the logon dialog is that in your current workgroup's Admin account, the password is blank. Start Access without opening a database, then create a new database (not necessary in A2000), then go to Tools>Security>User and Group Accounts and check your user account name. If it's Admin, you can change the password to non-blank and then you'll get the logon box next time you start Access.
You can also specify a user account and password in a Windows shortcut using command line parameters. This bypasses the logon dialog box. See the Access help file.
If this doesn't help, more information will be needed. Did you set up the security? Did you create a custom workgroup? Did you use the User-Level Security Wizard? What permissions did you give to the Admins group? What is your current account name?