It's also not fully supported within Windows 2000 per Microsoft. Windows 2000 expects a true dual processor system when HT is enabled; HT doesn't work the same as a true dual proc setup. As such, 2000 usually ends up running slower on normal tasks when HT is enabled.
On things that are highly parallel, it will still speed up... But that's not a whole lot. For example, if all you do is run two folding instances at once and nothing else, then the 2000 rig with HT enabled will kick out probably 35% more work units. But if you enable HT to play games while listening to MP3's and downloading pr0n, it's likely going to perform worse.
Windows XP is currently the only mainstream Microsoft OS to fully support and properly utilize HT...