Microsoft does not ship MSCONFIG.EXE with Windows 2000.
While you can copy over MSCONFIG.EXE from Win98 for limited functionality under Win2K, StartUp Control Panel is more flexible, full featured and does the job better.
This program will cover the following Registry keys like MSCONFIG:
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\RunServices
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\run
It will NOT manage the system services on startup. For that you must go to Administrative Tools.
With the release of Windows XP, Microsoft has included a new and updated version of MSCONFIG, that works perfectly fine under Windows 2000 as well. You can find the Windows XP version of MSCONFIG in the Windows\PCHEALTH\HELPCTR\Binaries folder. This new version also manages Services, unlike the old version.