Sorry, I don't believe those versions were fully supported to play online. You should either buy CM 03/04 or Football Manager 2005.
CM00/01 has online play, I still play the game. Although not online, and I wouldn't know how to exactly, just that you can. Try www.sigames.com for an answer to that one.
Yeah, I meant don't support it now, sorry for the confusion. Whoever you want to play with, you have to give your IP address so that they can log on to your machine.