Oops. My bad. Windows 2k doesn't have it. I know on 9x machines it was fairly useful for troubleshooting but if another program starts the actual trojan, then you'll see multiple instances of it on the list (at least on 9x machines). I always saw several entries for qttask.exe which is part of quick time for windows if I unclicked it for a selective startup.
Another thing to check out is computer management. I get to it by right clicking my computer and choosing manage. It's basically a MMC console. I can't remember if xp's is set up with the same snap-ins or not, but if you look for "services and applications" and then select "services", you can see what services are loaded at startup. If a trojan is loaded as a service instead of being run as a program, it probably won't show up in msconfig.