Obtain four blank, formatted, 3.5-inch, 1.44-megabyte (MB) floppy disks.
Insert one of the disks into the floppy disk drive on a computer running any version of Windows or MS-DOS.
Insert the Windows 2000 compact disc (CD) into the CD-ROM drive.
Click Start, and then click Run.
In the Open box, type d:\bootdisk\makeboot a: (where d is the drive letter assigned to your CD-ROM drive), and then click OK.
Follow the screen prompts.
Taken from win2k help