I'm no expert on WIN2000 pro, although we use it at work, it rarely goes wrong. Have you got a firewall set up? you'll need it if you are on broadband, this one is quite good: click here
If you find some that's trying to access the net it may also be worth running a spy-ware program like this one; click here
Otherwise, have a look in task manager, Alt+Ctrl+Delete and see what's running in the background. You may have to post back with the results.