Sorry, I read another of your posts and see that you did install the sdk. You need to set your path statement to reflect your bin directory of the installation. I am not sure how to do that in win 2000, but in win xp you click in control panel, then system icon, then advanced, then environment variables. You then edit the path variable to include the path to where you installed the j2sdk1.3.1\bin.
Hope this helps.