OpenGL setup for win2000

I am new to openGL and I have java background but not C++. I am trying to setup my win2000 system to be able to start programming openGL. This website states that win2000 have openGL preinstalled in it but when I downloaded some openGL codes and tried to run it, it says some ‘glut’ libraries was missing. Is there anything that I should install? Can some one help me so that I can start my openGL. Thanks

Wong Kwai Wing