If I'm right ePO 4.5 does not support SQL Server 2000, you will need at least SQL Server 2005 or SQLExpress 2005 (or 2008)
I one case I had to update an ePO 3.6.1 with MSDE to ePO 4.5 so I had first to install an SQLExpress 2005 on the machine (migrating the database during the process) before upgrading to ePO 4.5
You can manage VSE 8.5 without problems, but I'm not sure if ePO 4.5 supports CMA 3.6
I can tell you that SQL 2000 is EOL and therefore no longer supported. You therefore need to upgrade to SQL 2005 before starting the upgrade of ePO
I've not used 4.0 before so can't say too much.
McAfee Agent 4.0 for Email and Web Security
• McAfee Agent 4.0 for HP-UX
• McAfee Agent 4.0 for Linux
• McAfee Agent 4.0 for Macintosh
• McAfee Agent 4.0 for Solaris
• McAfee Agent 4.5
• McAfee Agent for Windows Patch 1 and Patch 2
• McAfee Common Management Agent 3.7 Patch 1
• McAfee Common Management Agent MA 3.6 Patch 4
8.5 is supported as well
You really want to have a look at the install guide for 4.5 - Check out the "supported products and components".