If you didn't get a Windows 2000 CD with the thing, then the seller and/or previous owner didn't actually transfer the operating system license to you, even though they're legally obligated to by the EULA. Which ultimately results in you having an illegal copy of Windows on that system at the moment. At least that's how Microsoft would see it.
So, you'll need to buy a new copy of Windows, or burn a couple of Linux install CDs.
I bought a computer at auction. I didn't get a password with it. How can I log into it?