First tell us what you've done in addition to just plugging them into each other. What network settings have you used?
I believe the network port on Macs has a way of auto crossover so you can use even a straight through cable to connect 2 machines, no need for a specific crossover cable. But I haven't ever tried this myself so if you feel like it put them on a hub with 2 regular straight thru cables.
I'm going to go ahead an assume you've done the following already in your attempts but read through it and see if you've done this or tell me what you did differently.
1. Give each machine a unique static IP address: 192.168.1.1 and 192.168.1.2 and both with a subnet of 255.255.255.0
2. Try to ping one machine from the other to determine if they can see each other.
If they can, go on to step 3 if not troubleshoot it from here.
3. Pick a folder on the Win2000 machine and share it. Remember the share name you gave it, I think the default is just the folder name but you can change it to whatever you want, I like to share only one folder and call it "share".
4. On the Mac side, in Finder, go up to the Go menu and select Connect to server, or just press COMMAND+K. Type in "smb://IP ADDRESS/SHARE NAME
IP ADDRESS being the IP of your win2000 computer and SHARE NAME is that name of the share you created earlier.
If all goes well you should get the network drive icon on your desktop.