I am working on Win2K Sp4 without any problem.
The error message you gave, will say that printing and scanning i sn't avaible on Win2k.
Just like Rick said.
You don 't have to put them into Paint.NET.
When there are installed into C:\Windows\Fonts, they can be used by any program (Word, Paint.NET, an other).
You have to unzip the file and you have to place the dll into the Effects directory of Paint.NET (Typically C:\Program Files\Paint.NET\Effects).
Then you need to start Paint.NET and the name of the effect will apear in the Effect menu.
So you could use it.