Where can you download OpenGL 2.0?

OpenGL is just a standard. The implementations come with your graphics card drivers and are exposed using WGL extensions in Windows. There is a 'standard' implementation in the platform SDK that is accessed by including the OpenGL headers and the Windows header, but this is a basic version (1.1 in XP. I think it's 1.4 in Vista).

If you want an easier method to gain access to all the features from your card's supported features and the basic set of features in the Windows standard OpenGL implementation then I'd suggest looking at GLEW (The openGL Extension Wrangler) which handles all the WGL calls to set up extensions for you.