Would this be happening with a blue background? If so, you've just crashed into a BSOD. The default behaviour of W2K or WinXP is to do a physical dump of memory for debugging purposes and then reboot the machine.
You go into Control Panel->SYstem and alter this behaviour if you wish. But the bottom line is that for whatever reason MDK2 is crashing the machine, if the game wasn't certified for Win2K, then that might it.
Besides, remember W2K was very picky about games and a lot of them blatantly didn't work, or crashed constantly..Regards