When running WinSCP350Setup.exe on Win2k, I receive error window with title "16 bit MS-DOS Subsystem" and message "The NTVDM CPU has encountered an illegal instruction. CS:10550 IP:0119 OP:65 63 74 20 61"
Does it happen just after you run the setup or during the installation? If it happens just after you start it (no window appears yet), then the file is probably corrupted. Please check the files size and try to download the file again.