Not exactly sure on W2K. On NT 4 you have to update to a multi-processor kernel, but the Compaq SSD will do that for you.
Basically I'd say just put the CPU in then see if W2K sees it. If it doesn't then you'll probably have to use the Compaq SSD to update the HAL etc. (Make sure it pulls updated files from your current service pack, NOT original install files.)
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