yes you can install/upgrate from 2000 to Outlook 2002 and 2003 without
loosing the PST file.
Only if you upgrate from 2003 to 2007 you have to deinstall Outlook 2003
first, but also in this situation you would not loose the PST file. Only if
you delete the PST file diretly or if you format the harddisk, you will lost
the PST.