No Analysis service in sql...

I have an suscription to the microsoft action pack.  This includes a new CRM software which I would like to demo.  I have upgraded my sbs2003 server to premium, and have added sql off of sbs disc 5.  During the crm install it calls for several updates, including sql sp4.  I receive and error message that stats I have no analysis service on the machine.  I have checked  my install my programs directory and it contains:

Reporting Services (folder)
Books Online
Client Network Utility
Configure SQL XML Support in IIS
Enterprise Manager
Import and Export Data
Query Analyzer
Server Network Utility
Service Manager

I have tried to add the component off of the sql install and cannot locate it.  The error I get when trying to update sql is

You must install analysis service 2000 before you can install a service pack.

Does anyone know how I can get this?  Perhaps a direct download???
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Check it on the CD of Sql server 2000 you should have it as SQL Analysis server 2000 install it from the CD. It has a  seperate setup file.

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