It should be setting problem, which could be solved as followings in W2K English version:
1.select [Control Panel]-[Keyboard]
2.select the 2nd Tab,[Input Scales]
3.click[Add],choose [Chinese (PRC)] for [Input Scale] option, and [Chinese Simplified - MS-PinYin98] for [Keyboard/layout IME] option
4.Click [OK], then [OK] again