For a single computer start GPEdit.msc to edit the Local Security Policy,
navigate to:
"Computer Configuration/Windows Settings/Security Settings/Local
Policies/Security Options/"
Policy Name is "Shutdown: Allow system to be shut down without having to log
on"
If you are doing this for multiple servers you should use the Domain Group
Policy instead of the local one.
With NT4 servers it is a registry change here, not sure if that still works
in 2000:
HKLM\Software\Microsoft\Windows NT\CurrentVersion\Winlogon\
REG_SZ ShutdownWithoutLogon = 1