In src/libs/zbxwin32/perfmon.c , zabbix_agentd.exe is calling PdhParseCounterPath() but PdhParseCounterPath() do not return PDH_MORE_DATA on Windows NT/2000.
So, zabbix_agentd.exe will access to illegal pointer and be killed on Windows NT/2000.
The first call of PdhParseCounterPath() will result in a status of not enough buffer space on XP
(PDH_MORE_DATA) but ERROR_SUCCESS on NT/2000.
I find this information at
http://www.koders.com/cpp/fid4C07811ED7330B7742FC4B03AC27675B03CD0A94.aspx?s=PdhParseCounterPath#L116