Here is a link to a free program that is compatible with Windows 2000 server(according to the author's website). http://www.softpedia.com/get/Security/Firewall/SecurWall.shtml Just a note. One of the opinion raters said that the software contained spyware. Don't know if this is true or not. The same rater also said that the AOL Active Virus Shield also contained spyware. So I don't know the authenticity of the rating source.
I used to use an older version of zonealarm on 2000 server. Although ZA told me it didn't support that version of windows it still installed and worked fine. However it was only a stand alone computer which had a server version installed.