Upgrading from Windows ME to 2000

I've got Windows ME on my Dimenson desktop, model L566cx, and I'm trying to upgrade to Windows 2000. When I put in the Windows 2000 upgrade disk, I get the following error message:

"The option to upgrade will not be available at this time because Setup was unable to load the file C:\WINDOWS\UpgDlls\w95upg.dll\WIN9XUPG\W95UPG.DLL

The system cannot find the file specified"

Does anybody know what setup file I need to load the Windows 2000 Update?