You will need a boot loader to use two operating systems. But as windows has told you win 2000 is a downgrade and a windows boot loader from XP will not downgrade.
Search google for a free boot loader. You will then be able to put 2000 after XP.
The only other way, with a partitioned disk, is to format the first partition and load 2000. You could then load XP on the second part of the hard drive. Easy if you have a full XP disk.