Boot.ini
Boot.ini tells the Boot Loader (NTLDR) which options to present to the user. It also contains the pathways to the OSs in the dual-boot. Boot.ini is PC-specific, but can be created (easily!), or edited if copied from another PC.
NTLDR
NTLDR is the program that displays the Boot Loader startup menu (it reads OSs from Boot.ini).
NTLDR then passes bootup control to the selected OS's directory files (or to Bootsect.xxx). NTLDR is not PC-specific and can be copied from any XP/2K/NT CD or PC. If dual-booted, NTLDR must be from the newest version of XP/2K/NT.
Ntdetect.com
Ntdetect.com is for hardware detection. Ntdetect.com is not PC-specific and can be copied from any CD or PC. If dual-booted, Ntdetect.com must be from the newest version of XP/2K/NT.
Arcldr.exe and Arcsetup.exe
These two boot files are used only by Win 2K. They are essential for 2K booting, and responsible for the splash screen and some initialisation. They are additional to 2K's NTLDR and Ntdetect.com which are also essential.
Bootsect.dos
Bootsect.xxx is present only when dual-booted with an OS other than XP/2K/NT (usually Win9x or Linux).
Bootsect.dos is a file holding an image of the boot sector of an original Win9x when XP, 2K. or NT was then installed, thus allowing a dual-boot to work. Bootsect.dos is PC-specific, and cannot be copied. Back it up when it is valid!
A Repair of XP/2K/NT should recreate a valid Bootsect.dos but does not always do so. You can use Btsect25.zip to create a new Bootsect.dos when C: is a boot sector for Win9x, or you are prepared to use Btsect25's SYS C: option to create one first (and later use the Fixboot command from the CD's Recovery Console to repair the XP/2K/NT Boot Sector).
Ntbootdd.sys
Ntbootdd.sys is the device driver for a SCSI controller, renamed to Ntbootdd.sys. It's specific to the SCSI controller for that SCSI hard disk.
Ntbootdd.sys can be copied from a PC that uses the same driver. Also, if the driver is identified, it can be copied from the CD and renamed to Ntbootdd.sys.