I have a Wacom Ultrapad size A3, which cost me a lot!!!! (like £300) but its worth it. Especially if you're using photoshop. The pen has sumthing like 256 levels of sensitivity.
Its really good for me cos im always arting, so if your dedicated to your work, its a great buy ^__^
Im sure you could pick up a cheaper one though. Wacom i find are a good make, and you can get loadsa different types, much cheaper than mine. It also depends on what size you want, that can really effect teh price. I got mine from John Lewis electronics section, if thats any help. They had tons of em. But I suppose any electronics shop/website will sell em. Even eBay!!
I think windows millenium edition is Xp isnt it? Ah well im not too good with compies ^^;