It's on your Win2k CD, or if it was a preload, is on your hard drive somewhere.
Go to Control Panel, select Add/Remove Programs. In the dialog, click on the add/remove Windows Components icon (I think it's the bottom left one in the left pane). You can then add COM+ (the replacement for MTS). Don't uncheck anything that's already checked, that would uninstall it. Just make the changes you desire.
Chip H.