Here is the link for MS SQL Server 2000 sp4 download
You will need to install the Database Components (Download file: SQL2000-KB884525-SP4-x86.EXE)
If you have Analysis Services installed along with SQL Server, then also install Analysis Services Components (Download file: SQL2000.AS-KB884525-SP4-x86.EXE):
These patches are assuming that you have a 32bit system and not 64