While that Microsoft utility is useful, it is the
client side only of the connection.
If I understand correctly, the computer you need to "control" is your friends 2000 machine. The computer that is controlled is known as the
host machine. The XP machine in this scenario is the client, and XP already has the software.
I may be wrong, but I think that utility won't help you.
BTW, PC Anywhere was the original for this type of work, but again you have to pay for it! D'oh!