You will need to provide more information on what you are trying to do.
Microsoft Project Server 2002 has installation instructions for integrating
with SharePoint Team Services. I usually install SharePoint Team Services
(STS), the STSWiz to setup the Project Server templates in STS, and then I
install Project Server. As I mentioned, this is all in the installation
instructions but that doesn't mean it is easy. You must follow the
instructions very carefully. I would also recommend looking at Chapter 41
in the following training materials.
http://www.microsoft.com/technet/tr...nol/project/project2002/training/prj02trn.asp
Microsoft Project Server 2003 integrates with Windows SharePoint Services
and many of the above points apply to these versions as well.