But I think it's because I have no SP4 installed .
When I try to install SP4 I have no message in any logs.
Process do nothing because, I suppose , It's waiting for a Dialog Window that I don't see :-(
There was a problem on the Clustered environment previously as per KBA http://support.microsoft.com/?id=303411 , but yours it not that case. Anyway try downloading SP3a for SQL 2000 and apply, then use SP4.
BTW mention the filename of SP4 you're using to apply.