When you use Control Panel / Add/Remove Programs in Windows 2000 Server, Terminal Server options, Remote Administration or Application Server are listed.
This is NOT available for Windows Server 2003.
In Windows Server 2003, the Remote Administration mode is known as Remote Desktop mode. It is enabled/disabled by right-clicking My Computer, pressing Properties, and selecting the Remote tab.
Application Server mode is enabled via Control Panel / Add or Remove Programs / Add/Remove Windows Components by selecting the Terminal Server check box.