You can run those versions of SQL Server on the same machine with no problems - but the service manger will not work with the newer versions. Here is a way to fix the problem:
http://www.sqldbatips.com/showarticle.asp?ID=46

>it can be any problems if i install in the same desktop pc sql server 2000 ,sql server 2005 enterprise edition and 2005 express edition?
>I ask this becasue when i want to start teh service administrator in sql server 2005 it starts the sql 2000
>Thank you in advance
>Luis