Loveen,
Download the MS SQL 2000 Server JDBC Driver from
here. As it is a Microsoft product, it "installs" the files and creates shortcuts to the documentation. You will need to read it's documentation to learn how to construct the connection URL and what Driver package to use.
Next, go through the
JDBC Tutorial on suns site.
When you have specific questions about the code you are working on (problems, errors, exceptions, etc) give us a shout.