I know it has been done - I saw an article on it a few months ago, but if I remember right it was more of a "let's see if we can make this work for fun" type thing than an actual implementation. For all the headaches it would cause, I don't really see the value in the exercise, but YMMV... I'll see if I can find the link.
There is no Linux edition for SQL2K, nor for Yukon, at least for right now. If you have some sort of Windows emmulator like the one that OS/2 Warp used to have, then you may try, - no guarantee that you can even complete the install, needless to say start the service.
MSSQL is Windows only, only way you could do it on Linux is in a virtual machine type environment like vmware, but in the end you're still running on Windows. I highly doubt that it would run under WINE and even if it did I wouldn't trust it at all
any reason why you'd want to even attempt something like that?