When you install Windows XP, You could encounter adding MSN Messenger to your installation.
In Windows 2000, you had to Manually Download it from the Website named "Escargot", As MSN Messenger Server Shutdown in 2013, the Applications (MSN Messengers) would no longer Sign in nor Register as it was Shut Down by Microsoft.
However You may download MSN Messenger with Patch to it's server and would make it work to your computer. However you need to create an account.
For Windows 2000, The Version i am using is Version 4 of the MSN Messenger, Someone had make MSN Messenger Version 7 worked on Windows 2000 which they said to be the maximum extended support of the compatibility.
However, as for now it does not yet had server support for supporting the internet of Windows 2000 for MSN 4++ UP to Newer Versions.
You may try to experiment on how higher versions than Version 4 to make it work on Windows 2000.