You need to know what have been the users doing over the internet ????? This is not available, you must install an ISA server, which is an internet sharing and connection management software + a firewall. You can monitor everything related to the internet connection for the whole LAN, per user through it's logs.
The Windows 2003 will enable you to monitor the LAN activities only and not the internet activities as well.
Some other server based firewalls will allow you to have the same features of the ISA server, but I know none of them, so you will have to wait for someone else here to post a known firewall similar to the ISA.
Beware, configuring the ISA server is not a n easy task, it requires a lot of work and configuration for it to work efficiently.