run "start->programs->microsoft sql server 2005->configuration tools->sql server configuration manager",
select "sql server configuration manager->sql serer 2005 network configuration->protocols for SQLEXPRESS", set "shared Memory" as "enabled",
select "sql server configuration manager->sql native client configuration->client protocols", set "shared Memory" as "enabled",
1) Were you trying to make local or remote connection?
2) What does your connection string looks like, please try removing "lpc:" prefix if you specified.
3) Run *cliconfg* in the command line, check off box "enable shared memory protocol".
4) Double check whether your SQL 2000 instance started successfully, and listen on shared memory / named pipe/ tcp from server errorlog.