There are two options -
Creating a Resource Project (which means that every PM needs access to the file, and there are file sharing limitations such as last-save-wins) - in Project 2003 the title of the help file is 'Create a resource pool for sharing resources across projects'
The other is what is mentioned by BNPMike - Project Server which is a large system that uses servers (including SQL Server and a Web Server) to provide not just resource management but portfolio management opportunities. We're looking to outsource having Project Server installed, and the current estimate is about 6-8 weeks including requirements, software installation, and training.