I haven't looked into any bulk copy procedures for this type of thing. But, off the top of my head there is a JDBC driver available from Microsoft for SQL Server 2000, so it shouldn't be much trouble to connect to your SQL Server with Java or one of the tools I used in my article to transfer your data.
For instance, Vienna SQL will let you export the results of a query as a comma separated values file. You should then be able to use PostgreSQL's copy command to get the data in.
A quick search on Google also returned this handy utility: http://www.daveorr.fsnet.co.uk/csvbridge/