If you go through your start menu, click on the folder for Outlook 2000. Find the icon to launch the application and right-click on it with your mouse. Scroll down the options to <Send to>. Click on that and there will be an option to send to your desktop (Shortcut). Click that and it should work.
Although for something like outlook (which is likely to be one of the most used programs on your computer) I'd find it on the start menu, right click on it and select "pin to taskbar"
You'll then have a permanent icon for it on the task bar along the bottom.