Windows 2000 uses RDP 5.0 which doesn't allow for drive redirection into the TS session.   You need to TS into RDP 5.1 or higher (XP, W2K3, Vista) with the 5.1 or higher client to redirect your local client drives into the TS session.

If you mean that you've plugged a drive into the USB port on the server, the users should see it as a normal drive on the server just as you would logged in on the console.