Depending on the SmartUPS model there will be a Serial Port on the back of the UPS plus if its relatively new and a server model a USB port as well. If you connect either of these you can use the built-in software of Windows 2000 to handle the controlled shut down of the server
If it is connected via USB then the settings are handled like a Laptop operating on batteries - Control Panel, Power Options, Power Schemes and Alarms.
If you connect via the serial cable you need to enable the UPS via Control Panel, Power Options, UPS. Select the UPS type and what serial port it is connected to, then select the actions that should be taken in the event of a power failure.
APC Provide PowerChute but in my experience this isn't really worth the effort as the basic shut down and alert are built into Windows 2000.
HTH
Andy