You have to first configure VMware for networking before setting your Virtual Machine (Windows 2000) to use the network.
run vmware-config.pl as su (super user)
Then answer the questions.
Next you can add the network connection for your VMware file.
Bridge in VMware is a virtual bridge that seperates the two sides of networks for exampe B and C. Bridges helps to decrease the time it takes to talk to computers by only sending out a signal to B side instead of sending out to both B and C like a hub does.
NAT in VMware acts like a virtual router or a decent firewall for all your virtual machines. The virtual machines may not see your real computers and the real computers may not see your virtual machines too. Selecting NAT is a good way if your Linux box has a cable or dsl modem directly connected to it and you don't want to pay for additional IP addresses.
BTW, there is no wizards in VMware.