http://www.slipstick.com/calendar/holidays.htm#ol2000update should help.
Please note that Calendar-Updates.com is now a paid (although a minimal fee)
update site. Well worth the tiny expense still.

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Milly Staples [MVP - Outlook]
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After furious head scratching, Holiday Issue with Calendar in Outlook asked:
| Outlook 2002 by default includes national, regional and religous
| holidays from 2001 through 2005. If you want to "add" holidays
| beyond that time frame, how is this done? Or do you have to buy a
| new copy of MS Office?