Make sure you install R3 SP3 and not really any point installing it on SQL2000 as NICE are already insisting that all solutions are upgraded to SQL2005. Get the .NET sorted properly, there's a document on working with .net 1.1 and 2.0 on the same workstation.
Make sure you have your DNS right for the apps server otherwise set security will not work. I had an s missing from the entry in host file on my test machine and took me ages to work it out, must be exact.
Don't install it with an Alcatel, friggin nightmare.
Good Luck.