You should have a hardware firewall. And not just to join the l337 who have one. :-) [link|http://z.iwethey.org/forums/render/content/show?contentid=50525|#50525].
There may not be a similar cheap firewall/switch box now for modems as external consumer modems are nearly at the Dodo end of the evolutionary stick. But check around.
Oh, and you should install SP4 too. MS says nothing about Activation being required and some web sites out there say that Win2k will never require Activation. [link|http://www.microsoft.com/windows2000/downloads/servicepacks/sp4/default.asp|SP4 home]. You should get the Network install version if you're paranoid, but use a non-infected machine to get it. It's 132 MB so you might want to see if someone at work has it and not try to do it over dial-up. ;-)
HTH. Luck!
Cheers,
Scott.