Oren,
I don't have Project 2003 server but I doubt it will give the
information you want particularly if you are updating the same baseline.
Since Project 2003 has multiple baselines, I suggest you save each
update as a separate baseline, then you will have each date saved.
If you need more than 10 baselines, I suggest you either set up a custom
field to track baseline dates either manually or automated with a macro,
or perhaps use an Excel spreadsheet to track the baseline date data.
Hope this helps.
John