Windows 2000 supports booting from an AoE SAN. You cannot install directly to the SAN target; you must first install Windows 2000 to a physical disk.
Start by installing Windows 2000 to a physical disk. It is best to use an external USB, FireWire, or eSATA disk; this will make later stages easier.
When installing, use a small partition (around 2GB) rather than the whole disk. At the partitioning screen:
press C to create a partition and enter 2048 as the size (in MB). You should then see a screen that looks like:
You can now press Enter to install Windows 2000 to this partition. The rest of the installation will proceed as normal.
You are now ready to