Stefan got it first - (why am I not surprised?) 

SP2 for CMS 2002 was released today.  This is the bit that enables CMS 2002 to work with the .Net framework 2.0.  it also provides support for SQL Server 2005 and Visual Studio 2005. 

Along with support for .Net framework 2.0, this provides support for .Net navigation providers, master pages, etc.  Great stuff.  Service pack SP1a is required for the installation of SP2.

Stefan has a number of great articles in regards to MCMS 2002 and ASP.Net v2.0