Not sure about the win 2000; the download page says the client supports Windows XP/2003/Vista/2008. I'm not an expert, but would 2003 be the same?
I personally haven't run it on anything but xp and Linux. Linux is clearly the best choice for stability; I have 3 Linux boxes and they simply NEVER crash. Weeks at a time with no booting, folding 24/7.
The Windows client is much improved, but there are still stability issues from time to time. If you're not inclined to use/learn your way around Linux, install XP and go with it.
Are the 4 running boxes on XP? Or what OS? Don't fret, we'll get it going on the last one. 4 out of 5 ain't bad for a start

Considering I did that how-to from memory
