>I want to retrieve Active Directory Groups and Usernames
>using SQL 2000. I was advised to add ADSI as a Linked
>Server....
>
>Q : How do I add ADSI as a Linked Server?

Take a look at http://msdn.microsoft.com/library/default.asp?url=/library/en-us/netdir/adsi/joining_heterogeneous_data.asp.