I have WordPress 2.0.2 on an Windows 2003 SBS server running php 4.4.2 as an isapi module. My MySQL version is 4.0.13-max-nt. I run several php/MySQL websites in this configuration, so there has to be a major bug in your version of wordpress 2.0.2.
I can't change nor update Admin's profile or anybody elses with "Website" information, it's just frozen. When I try this, I got confirmation that I've successfully updated the profile, but old website information remains in the field. Other fields update nicely, but I'm no php wizard, so I don't have the skills to perform a debug in your code.
I tried to search for error in changes, but I did not find this. Am I the only one with that problem ?