Oh, ok. I am a little confused here. Does this Win2K machine have a network card in it? If not, this will be difficult. I have seen it where when there is no network card installed, you do not get all of the networking features. NT4 was similar in this approach.
Now, if you don't have a network card, but if you try to do the Make New Connection in Network & Dial-In, all of the stuff you need will not be enabled.
As far as I have seen and understand, in order to set up the domain/workgroup settings in Win2K, the computer MUST have a network card installed (visible in Device Manager under Network Adapters). So, delete any connections you may have in Network & Dial-In, physically plug in a NIC, add the NIC to the system (if it is not PnP),reboot, then you should be able to right-click on My Computer -> Properties ->Network Identification -> Network ID button and make your domain changes.