I am also having strange lock-ups in Windows 2000 while in every other OS (Win98SE, Linux, BeOS) it is fine.
The system "locks" randomly or so it seems. I doubt this is an overheating related problem though. My system is very well cooled. I've noticed that if the system is left running long enough Windows will do something strange like move the mouse cursor or scroll a webpage (if I had been doing that when it locked). Too bad it still does not respond to input from mouse nor keyboard.
I have many things in common with the above system.
Athlon Processor (550 MHz)
FIC SD11 Motherboard with lastest BIOS
128 RAM (mine is PC133 though)
SB Live Value
TNT2 based graphics card (Diamond Viper 770 Ultra)