Microsoft released yesterday an 'Update Rollup package' for Windows 2000 SP4, this is the same as a Service Pack only that Microsoft decided not to release it in that form as they feel Windows 2000 is a finished product. The included fixes are all security updates released after SP4 plus a few more. You should install this update even if you have kept your Windows 2000 machine up to date.
Microsoft has revised the end of life date to year 2010 so until that date you will get hotfixes via Automatic Updates for free.
This update package can be downloaded via Windows Update or as a standalone update package.