Win2k doesn't have a feature like msconfig, for whatever reason. You can, however, define what programs start by modifying the registry.
Start->Run->Regedit
Then navigate to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\
From here, look in the "Run," "RunOnce," and "RunServices" keys.
Honestly, you can run msconfig.exe within Windows 2000, but it'll complain about not being able to find config.sys, autoexec.bat, win.ini and system.ini not being present. If you have your old windows partition still, go to [letter]:\Windows\system\ and open up msconfig. I wouldn't recommend this though, seeing as how using an older utility on a newer operating system is seldom a good idea.