Hi Herc
Well done with the networking!
OK, you DO need to give yourself a larger page file - it's quite possible that it has reset itself somehow.
A good rule of thumb for these things is to set the page file to approx 2 x the amount of system memory. In your case, that's half a gig or 512MB.
Just set the Minimum and Maximum values to 512MB and apply the changes.
Windows 2000 is a multiuser system - you can run it as a server. That's why you can see "anonymous" and "guest" logins. You can safely delete these if you're only using the machine as a PC.
It's good practice to delete unused user accounts from any system, these all represent a security risk.
If you've got ZoneAlarm you're protected from lots of nasties anyway, so you sound like you've got things nicely under control.
You may want to get the latest Windows 2000 service pack from Microsoft which corrects a number of bugs / security problems. Takes a while to download, but it's always worth it for peace of mind.
Hope this helps mate
JJ