It is possible to upgrade existing CS2002 sites to Windows 2003. It is NOT possible to upgrade CS2000 sites, as CS2000 is not supported on Windows 2003. There are several options for doing in place upgrades to Windows 2003, with the process looking like:
Voila - it's not that much more complicated than that. And it's a good idea to do so - as well as get your sites on ASP.NET - as CS2006's plan-of-record (based on feedback through this blog and other channels) is now officially to only support Windows 2003+ and ASP.NET site development.