Yes, I do know that with SQL2005 and SQL 2008 that , on Windows Server 2008, a auth policy error will be thrown when attaching a previously detached database. Its a know bug/feature issue. I would bet that SQL2000 doesn't know how to communicate this in the modern SQL 2003 operating system.
In order to successfully attach you need to make sure that file permissions on the .mdf and .ldf file are perfect. Specifically, make sure that the user you are currently logged in as is assigned literal permissions to the directory where the .ldf and .mdf reside. This may be the solution and if it doesn't work, just play around with file permissions and also keep in my what user account the SQL server is running as.