Check out
linuxdocs for tons of info on installing dual boot with lilo, grub, or native windows bootloader...
Here's one that may be useful:
http://www.linuxdocs.org/HOWTOs/mini/Linux+WinNT.html
I know that there are others too, such as using the different bootloaders, and other setup stuff.
The only thing I recommend, is do not mount your windows drives read-write when you are booted into Linux. This isn't something you have to worry about by default, but if you go out of your way to access your win2k partitions writable from Linux, the filesystem
will get broken. Unless you fix it a certain way after each time you write to an NTFS partition, you will be unable to boot 2k.
But you shouldn't really have too much to worry about - it's hard to break the fs (you have to recompile the kernel just to allow yourself write access). The other thing to be careful about is repartitioning. You can accidentally (very possibly, unless you have the right tools - read the howto for info) wipe out your partition table, rendering the data you already have on your drive unreadable. Take a backup if possible.
I've done dual-boot before with no problems whatsoever, though... you just have to make sure you know what you're doing