NNTP on Windows 2000 Advanced Server!

I have installed Windows 200 Advanced Server and I am trying to install Exchange Server 2000. When I try to install Exchange Server, I get an error message that reads:

“The NNTP component of Microsoft Internet Information Services (IIS) is not installed”

I have tried installing NNTP, but nowhere in setup or components does it give me the option to. How can I fix this?!?!