There is one issue with a XP client connecting to the SBS 2000 server and that is the fax service. When you have finished the client setup disk and rebooted and choose to install the Fax client software it says that the OS already has a fax client installed. This is true however when the workstation has no modem it is not installed by default. You have to install the Fax software from the XP workstation and NOT from the SBS server. Go into the Add/Remove software in XP and add the fax service. When you have done that you will find some warnings that the fax service is unable to find a modem device. That is correct because the workstation does not have a modem. You have to turn of the fax service on the XP box and then add the Shared Fax printer. Done and everything works just fine. See for more information 316418 - How to Set Up a Windows XP Professional Client in an SBS 2000 Network.

After you have done all of the above and cannot find the Fax Console on the Windows XP workstation browse to Start | Programs | Accessories | Communications | Fax -> Fax console.