You will need a xserver for your windows machine, eg. eXceed.
There's a free xserver for windows at http://xfree86.cygwin.com/
Alternatively, since win2k now has a remote desktop service ( RDP or 'terminal service' ) you can use rdesktop, from http://www.rdesktop.org/
to connect to the win2k box from your linux machine as well.