I should also point out that what you’re doing won’t work by default even if 2003 has the gateway installed.
You’re remoting to Server01, which gets your credential. That credential can’t go any further than Server01 by default (“one hop”). In other words, when it does connect to your DC (“second hop”), it will be connecting anonymously, which probably won’t work in your domain. You have two choices for enabling the credential to be delegated further: CredSSP, which I don’t believe is supported on 2003, and Kerberos delegation, which must be configured in the domain.
Unfortunately, PowerShell works less well in environments with the really old OS versions. Especially when you get into Remoting, the shell relies heavily on newer tech.
Instead of using the MS AD cmdlets, consider using the Quest AD cmdlets, or the [ADSI] type accelerator. In addition, you’re going to have to run the commands either on YOUR machine or on the DC (via Invoke-Command, if it is PowerShell v2 installed and Remoting enabled) so that you don’t engage the delegation problem.