I have an existing harddrive with win2000. I setup a new harddrive with winXP.
The boot loader chioce menu is installed at the time of XP setup. In order for it to do this, it needs to see the Win2000 installation as you install. If you removed the Win200 drive prior to installing XP, it wouldn't have seen the OS and wouldn't have automatically installed the boot loader choices.
You can manually add OS choices to boot.ini through the system properties.
right click my computer and hit properties
Advanced tab
Startup and Recovery settings button
The OS lines look like this:
multi(0)disk(0)rdisk(0)partition(2)\WINDOWS="Microsoft Windows XP Professional" /noexecute=optin /fastdetect
You'd have to know which disk and partition numbers to assign. The text between the quotes is what will be displayed as the choice.
There are also utilities from the recovery console that will create the boot.ini file for you. The recovery console can be accessed by booting the XP disk. Using the command "help" gives you a list of commands, any of which can be run with a /? switch to see how to use them.
I'm not sure if the upgrade version of XP is limited in this regard, I think it's a full version with a few licensing tweaks to look for the older OS but I'm not sure.