After 4 failed attempts, tonight I finally managed to upgrade my WSS 2.0 to WSS 3.0. I don't know exactly what went wrong the other 4 attempts.... but i'm happy that it works, at last!
SharePoint comes with a command line tool named stsadm.exe. Somebody created a GUI version for that and I was using it all the time. But I noticed that it was unsufficient for the new WSS 3.0. So I started looking and found a new version!
Read this blog article to learn more about it. The download link is at the bottom.