The reason it takes so long is DNS. Ensure you have set up the DNS server on Win2k, then set the primary DNS server address on XP's tcp/ip settings as the IP of the Win2k server. That should allow it to logon in seconds (I had the same problem)
As for roaming profiles, if the above does not also help that, check you have set up the roaming profiles correctly on Win2k, and that you have also set up those users on XP, with the target for their profiles pointing to the profiles dir on the Win2k box.
HTH
Jonathen