how to compile windows NT4/2000?

If you would like to play with/learn about how Windows NT/2K works and are put together, you should check out:
Reactos
These guys are building a binary compatible NT operating system from the ground up. An amazing amount of it is already in place inluding most of the low leve kernel support. Best of all, its an open source project.
Although it is not the source code to Windows, I have used it to determine how functions 'probably' work with great success.

WCFF