Sounds like the item you burned to the CD was an incomplete download.
Recommend you download SP4 again. Here's the link: http://www.microsoft.com/windows2000/downloads/servicepacks/sp4/default.mspx
You will also want to download the latest RollUp package for SP4: http://www.microsoft.com/downloads/details.aspx?FamilyID=B54730CF-8850-4531-B52B-BF28B324C662&displaylang=en
Once you have those two files downloaded, disconnect the computer from the
Internet, turn Off Norton active file scanning, and then Install the above
in the order listed. Reboot after each install. When Setup for both has
completed you can turn Norton back on, and reconnect to the world.