For MS-SQL 2000, the list of databases is only in the master database.

http://msdn.microsoft.com/en-us/library/aa260406%28v=sql.80%29.aspx

Modifying "sys.databases" to read "master..sysdatabases" worked for me. Here is the resulting script:

use msdb

go

select distinct

d.name

from master..sysdatabases...