Custom folder views are saved with the .PST, so if you reuse the .PST
from Outlook 2000 in Outlook 2002, your views will be preserved.
Importing won't import the views.

You can make a backup copy of your views by copying them to a new .PST
and saving it somewhere "just in case" -- it's a bit complicated, but it
may be worth it if you customize a lot and don't want to have to
recreate your views from scratch.  Instructions can be found here:

http://www.exchangeadmin.com/Articles/Index.cfm?ArticleID=8650