The Computer Management Console is usually installed by default in w2k.
Have you logged on with an account with Administrator privileges?
When you say "I've checked the path and this is correct", what path is it?
If you have Adm privileges, go to Control Panel, Administrative Tools and see if the Computer Management icon is there?
Also check by clicking Start, Run, type compmgmt.msc and press Enter.
Also check whether the file compmgmt.msc is present in the c:\winnt\system32 folder.
Post back the results.