Be sure, that vim.exe is in your path. I think, there should
not be any difference between Windows 2000 and Windows XP in
this respect.
Georg is correct...you want to put it in your path. The settings
for this are controlled in your system properties (Win+Break, or
right-click on "My Computer" and select "Properties"). They like
to shuffle it around, but on one of the tabs, there should be a
button for "Environment Variables". Clicking this button brings
up a screen where you can tweak existing variables, or add new ones.
If you have adminish privs, you can just edit the existing
system-wide PATH variable. Just add the path to vim.exe to the
variable...usually something like "C:\Program Files\Vim\Vim64" in
the same fashion as its other entries.
If you don't have admin privs, you can create your own path
variable and set it to be
PATH=%PATH%;C:\Program Files\Vim\Vim64
which will expand the system path, and then append the path to
Vim in it.
Alternatively, the last time I installed Vim on Win32, it dumped
a handful of batch files in my \WINDOWS directory, that allow you
to use "vim.bat". If you haven't monkeyed with your path, you
can just use the un-extensioned version and just call "vim". The
command interpreter will look for "vim.{bat,exe,com}" and run
what it finds first...in this case, likely the vim.bat file.
-tim