Installing and Configuring Administrative Tools
Windows Server 2003 will setup the Administrative Tools automatically as you add roles to your server. If you plan on remotely administering servers on your domain, you may want to install the Administrative Tools on your local Windows XP workstation.
The admin tools are on the Windows Server 2003 CD under \i386\adminpak.msi. Double-click on that file to install the tools on your workstation.
If you do not have your Windows Server 2003 CD handy, you can download the administrative tools at this link: http://www.microsoft.com/downloads/details.aspx?FamilyID=c16ae515-c8f4-47ef-a1e4-a8dcbacff8e3&displaylang=en