Here's what you need to do:
1. Install Exchange on a second server, joining the same site. There will be a dialog box during the install that asks you whether you are creating a new site or joining and existing one - you choose "join an existing site" and supply the required user and password info.
2. Move all of your mailboxes, public folders, and settings to the newly installed Exchange server, and then remove the original server from the site. Here's a link to a MS knowledgebase article on how to do this:
http://support.microsoft.com/default.aspx?scid=kb;en-us;152959
(remember to remove any spaces in the url)
3. Install your new Win2K server and install Exchange on it, again joining the same site. Repeat the same steps again to remove the "intermediate" server from the site (since that has now become the "first server" in the site).
NOTE: You have to be on Exchange 5.5 SP3 AT MINIMUM to run Exchange 5.5 on a Win2K server - really you should just go directly to SP4.
Hope this helps!