http://www.sqlservercentral.com/articles/SQLServerCentral/66909/ Shows how to save the plan on SQL 2000.
p.s. Please post SQL 2000 questions in the SQL 2000 forums in future. In the SQL 2008 forums we'll assume you're running SQL 2008.
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability