When you say XP, I don't know if you mean Windows XP or Office XP (which
contains Word 2002); you also mention Windows 2000. As the version of
Windows shouldn't make any difference, I will presume you mean Word 2000 and
Word 2002. In both versions of Word, Page Setup is the dialog to use; in
Word 2000, Page Orientation was on the Paper Size tab, and in Word 2002 it
is on the Margins tab.