In general, most monitoring software uses Windows APIs, same as Performance monitor and the load is minimal. The main exception is the disk monitors, though in Windows 2000, these are turned on by default.
I tend to agree with Andy. You probably will not introduce significant load with monitoring. Look at task manager. How much CPU does it use by itself? Most of that is because it is a GUI app.
They only way you can measure the load is to boot the system and run specific load tests on it. then enable monitoring, reboot the machine and do it again. Monitoring from a remote system is less resource intensive, but eats network. We use a separate network for manageemnt/monitoring/admin stuff.