Run as service with whatever necessary permission
..according to the hosting account that will start the service.
This should be in the 2000 docs, I'm not going over to Windows and dropping my 43k connection to find out. In the past it was in the Resource Kits docs. WinVNC does the correct setup-as-service, you could install that and study what it set up among services.
BTW this should have been done for you by the installer - this is why I am skeptical of the entire Cygwin idea.
