I am running a standalone WINSOWS 2000 server at a hosting provider.
There are no users behind this windows 2000 server. There is a J2EE
application residing on this server and it sends out emails each week
through a SMTP mail server which is also sitting on the same 2000
server.

What kind of a SOFTWARE FIREWALL would any one sugest which work on a
2000 Server? (Please do not list the personal firewalls as they do not
run on servers operating systems)

Note that Hardware Firewalls are ruled out as my hosting provider 
doesnt suport them.

Symanctec suggested two options 
a. Hardware applicance -- RULED OUT
b. Separate Machine running nothing but their software firewall -- RULED out

Check point had one option, but RULED out due to it being an appliance
(H/w) firewall.

Let me know at least top 2 3 software firewalls which will work on 2000 server.

Checkpoint Firewall-1 can be obtained as a software only product and
is absolutely supported on Windows Server 2000.  See the link below.
http://www.checkpoint.com/products/supported_platforms/platforms_ngfp3.html

A list of other firewalls can be found at:
http://www.windowsecurity.com/software/Firewalls/

err. Your hosting provider doesn't support them? hm. Are you doing
colo, renting a virtual server or what?

anyway: Microsoft ISA server. take a look at it - www.microsoft.com ;)