If you're using WIn2K you are already using software from an evil company ... the most evil as a matter of fact ... and I expect you have windows media player someplace on that machine. Do a search for wmplayer.exe And if you don't have it you can get it free from the Evil Empire in Redmond (microsoft.com)
Your only other real choice if you won't use Real is QuickTime which runs nicely on windows. I know there is a utility out there that will convert files to a QuickTime readable format but I don't know what it is. You might check with George Tirebiter, a Mac user.

Happy to use Real on Unix