I currently do not know of a way to slipstream any internet explorer version into the Windows 2000 install files.
If you have time to kill, you can probably manually overwrite the ie5 files in win2k with the relevant ie5.5sp2 versions.
It is possible to do a standalone download only of ie5.xx
From 9x/ME/NT, run ie5setup and click advanced or custom.
(im in win2k and cant remember the exact order.)
You will be given an option for Download only and an OS choice - 9x, Me, NT, 2k.
the 9x and 2k combined download weighs in at 35MB.
If you are using win2k, its a bit different.
Download ie5setup to say E:
goto start>run and type the following
\"E:ie5setup.exe\" /c:\"ie5wzd.exe /d /s:\"\"#E\"
exactly as I did with all the quotation marks.
More info in KB article
257249Windows Tweaks and Retro Drivers