Dave was correct when he told you that you can't "Down
grade" to Windows 2000. You will need to do a clean
install which will completely write the OS over the drive
again and essentially "wipe" the drive. Microsoft will
let you "upgrade" but never downgrade without lots of work.
Why do you want to down grade? XP is a very stable
platform with many enhancements compared to previous
versions.
DATA FILES...
You will have to save your data files onto some other
media if you want to save the data. By this I mean:
another computer, DVD disks, CDROM disks, floppy
diskettes, etc..