It doesn't actually say which version they support on their site. You should email them and ask which version(s) of FrontPage they support and if they don't offer version 2002 ask how much it would be as an extra to have this feature. It isn't normally very expensive to have them as an optional upgrade.
It is a little disappointing to see such ambiguous marketing though. Offering FrontPage server extensions is all well and good but I wish hosts would all make a point of displaying which versions they do or do not natively support and which they will support for an added fee. It would avoid a lot of confusion for those starting out in web design.
just email them with your account details and ask whether you can use FrontPage 2002.