It is possible. Make sure you have the latest DirectX downloaded (DirectX8.0a). You can check by going to start\run and type dxdiag. I had a lot of crashes/freezes before that since win2K ships with DirectX7.
Also make sure you have downloaded servicepack 2 from the microsoft website, and have applied the game patch.
All in all the game on my system works OK, it still has a tendency to crash on loading whenever you leave the game to do other things, then come back to the game.
I've not noticed a memory leak - the game seems to run fairly smoothly over time, except when a lot is going on at the same time.
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