You don't NEED to go to native mode. You'll need to transfer all 5 FSMO roles to the 2003 box. If you have a DHCP scope on the 2000 box, you'll need to move that role over to the 2003 box. And, remember to modify the scope to point to the new DC if it has been pointing the the 2000 box as a primary DNS server.
Hope This Helps,
Good Luck!