OK, 2003 is a server, and a windows Server at that, this means it is purposely receiving requests from the internet (if connected). This is going to make the OS less secure than a Windows OS designed as a workstation (XP or 2k Pro). An inarguable fact is that Windows servers are notoriously insecure by default (note by default), and unless you have the know-how to secure it, it should not be run as your primary OS. Just take note of the problems of late, now you are automatically opening up ports 21, 25, and 80 for FTP, Email, and an internet server.
I think alot of people are running 2003 because it was free, but the evaluation period should be about up, and after the official release was supposed to be uninstalled. I just don't understand why there are so many questions about running games, my audio doesn't work, etc., well the short answer is because 2003 is not a desktop OS.
Sorry, little rant there.