It is very possible that the instance will not start successfully. That is, all work processes may die soon after starting.
To fix it, replace the file oledb32.dll under %programfiles%common filessystemOle DB and under %systemroot%system32dllcache with the original file on the i386 directory on the Windows 2003 CD media.
Also, see SAP Note 710079 (R/3 no longer starts after you upgrade to Windows 2003).
This kind of question is featured in my upcoming book, SAP Administration.
This was first published in May 2005