By default, TCP/IP forwarding is disabled in Windows 2000.
To enable TCP/IP forwarding, use Regedt32 to navigate to:
Double-click the IPEnableRouter value name in the right hand pane. In the DWORD Editor, set the data value to 1. This enables TCP/IP forwarding for all network connections on this computer.
You might want to read:
Q140859 - TCP/IP Routing Basics for Windows NT.
Q169415 - Routing and Remote Access Release Notes Readme.doc File.
Q169548 - Using Proxy Server with Routing and Remote Access.