This is so interesting...about a month ago, we had a thread about removing Onstar and here's one about installing it.
I certainly hope you got the digital version - it allows you to use your verizon wireless minutes in your car.
Anyway, Onstar connects to several components in the vehicle including the PCM which is not the same in the 2000 and 2002 model. I am uncertain whether this will affect the install, but if I were you I would take it to a GM dealer or at least an authorized installer. It will cost you more than your corner electronics shop, of course, but, theoretically, no one knows your car better.
If you would rather try this yourself, inquire over at clubgp. I know there are people that have tapped into it for laptop internet access & GPS, so surely they can provide some insight for your dliemma.