Windows PowerShell was introduced after Windows 2000. Windows XP SP2, Vista, and Server 2003 SP1 all support PowerShell through version 1.0 or later. Windows 2000 is the only version listed that does not have PowerShell support.
Windows PowerShell has a minimum requirement of Windows XP with Service Pack 2 (with .NET Framework), Windows Server 2003 SP1, or Windows Vista and later — Windows 2000 falls below that baseline and was never supported. That's why Windows 2000 is the version that does NOT support PowerShell.