Oh, well. Winblows2000. You are not alone who has met the problem

W&W is highly inconsistent with this present of Big Bill. What to to? Check the technical tips. Large part of this thread is dealing about winblows2000 and winblowsXP.
What you will need.
1. Service pack 2 (at least).
With the service pack installed, you will need to enable the W95 Compatibility Layer. W&W must run in the W95 Compatibility Mode, otherwise, it will not run at all most likely. See the tech tips for details.
2. Reformat video clips by means of the Virtual Dub program.
The video of W&W is compressed and - to make the incompatibility between versions of winblows more profound - winblows2000 does not support compressed video. The program above can uncompress the video and allows W&W to run. Again, see tech tips for details.
3. Do not run the game from the autorun.
As you have seen, it's unpossible. Place a link to deep6.exe from your W&W directory on your desktop (and set the W95 compatibility mode for the link), always quit the autorun, and start the game from the link.
4. Be prepared for malfunctions crashes and hangs. Save, save, save.
The game will crash much more often than under W98. It will crash even in the moments when you've never seen any problems before. Among others, you will need to experience with video drivers. Sometimes, the most recent driver is not the right solution (my own observation with GeForce 4 Ti 4200 8x). Also, be prepared for the following malfunctions:
a) A large fake white cursor in the centre of the action window after every reload or restart of the game. Try another video driver.
b) Cannot cast magic - try another video driver.
c) Cannot move objects. The game crashes after almost every attempt. No recommendation

I wasn't able to fix it. Yep, you've guessed it. You will play without ability to move objects. Well, you can push objects safely.