Thanks, that helped because it showed what was wrong: My file paths were different. Here's how I fixed it:
1) Load database from SQL 2000 backup
2) Set compatibility mode to SQL 2005
USE mydb
GO
ALTER DATABASE mydb SET COMPATIBILITY_LEVEL = 90
GO
3) Get the filegroup names
SELECT name
FROM sys.master_files mf
WHERE type = 4
AND EXISTS( SELECT *
FROM sys.databases db
WHERE db.database_id = mf.database_id
AND name = 'mydb')
4) Then for each name (I did this in a little script)
ALTER DATABASE mydb
MODIFY FILE( NAME = {full text catalog name}, FILENAME="N:\ew\path\to\wherever")
5) Then collect all the "readable" names of the catalogs:
SELECT name FROM sys.sysfulltextcatalogs
6) Finally, now you can rebuild each one:
ALTER FULLTEXT CATALOG {full text catalog name} REBUILD