What are my options since MS no longer supports Win2K???
Microsoft will be supporting Win2000 through August 31 of 2011, if I remember my lifecycles correctly. I don't know how to rectify your license-key rejection, but as for getting security updates, here are two easy methods:
1) go to Control Panel and enable Automatic Updates to full-auto mode, and let it do its thing.
and/or
2) use a system that passes WGA to download
Microsoft Baseline Security Analyzer, install it on the Win2000 system and run it. This will find stuff you should address, like the Restrict Anonymous setting, and will also give you direct download links to the patches your system requires.
My advice is to enable Automatic Updates and let it get everything it can get,
then run MBSA afterwards. If you decide to use MBSA to manually download and run each patch, then
reboot for any update that says you need to reboot, before piling on more patches. A good patch to start off with would be
Service Pack 4 first (click "SP4 Network Installation" at the right), then reboot and install the
Update Rollup 1 (you'll need a passing system to get UR1).
Other things you'd want:
DirectX 9.0C and probably
WMP9.
I also recommend using the Secunia online checkup in my signature every month or more often.