Are you using MFC? If so, you’ll need the MFC dlls on the target machine, or you’ll need to statically link MFC into the project. (It’s the first tab on the project settings that lets you do that.)
I’ve also noticed that if you use some STL stuff, some of the target Win2k machines haven’t had the latest runtime libraries (msvcp60.dll).
Use the Dependency Walker that comes with VC++ to see what DLLs your app uses and see which ones are missing on your target machines.