All you have to do is close Outlook and move the pst file to where you want it. Rename it while you are there. When you open Outlook it will tell you it can't find the file and you can Browse to point it to the new location.
Yes you can use the Outlook 2000 pst file with Outlook 2002.
Yes you can use the Outlook 2000 pst file with Outlook 2002.