The problem is not related to your OS. You need to set the servlet properties before you try running it. Properties are stored in a text file with a default name of servlet.properties.
The servletrunner utility has two properties for servlets:
servlet.name.code : The Full class name of the servlet.
servlet.name.initargs: The servlet's init params.
Also make sure that the servlet classes are a part of your classpath. The Classpath variable may not have been set when you installed Win2K.
Also see http://www.docs.cs.huji.ac.il/java/tutorialaug98/servlets/servletrunner/
Hope this helps, Ravi