At a rough guess, I'd say that you didn't install grub to the MBR, you only installed it to the root of the Linux partition.
Since you don't list your /etc/fstab or /boot/grub/grub.conf, I can't give you specific instructions on how to fix it.
Google up a copy of 'Zen and the Art of Grub'; it has step-by-step instructions detailing how to setup grub. While you're at it, check the contents of grub.conf to see if win2k is listed. If not, then Fedora didn't detect it and write the conf for win2k; you'll have to do that manually.There are many threads on these boards on how to fix that; what entries to make, etc.
If you had written grub to the MBR, win2k would not boot automagically, you would see the grub menu, which allows you to use the arrow keys to select which OS to boot.