Oh yeah, I forgot to mention that you should probably turn off line changes for the first while. In real hockey, you change lines to deal with different parts of the game, but for a beginner, they'll just be an added nuisance.
You usually have four lines of offense, and a few more of defense. As they play, they'll get tired, so you have to change lines once in a while. You can change offense and defense lines seperately, so if your defense is tired, you can safely change them while you're on offense. You can also dump the puck into the opponents end to buy yourself some time for a line change (this is called changing "on the fly")... although you'll want to be careful to avoid icing the puck if you have that turned on. In general though, the easier way is to just wait for a stoppage in play, and change lines then. It's not usually necessary to change on the fly unless the play is lasting an extremely long time (6-8 minutes or so is a pretty long play... if you have penalties and offsides and such on, plays will probably only last around 2-3 minutes), and your players are noticably slower. Also, your team is completely rejuvenated at the start of a period.
The first offensive line is your strongest, and will have your highest scoring players on it. The second and third lines probably won't be as powerful, but you'll have to juggle them to make sure your better players don't get too tired. The fourth line is commonly called the checking line. Usually the tougher players on the team are on this line, and they'll do a better physical job, and are often the best choice when you need defense to protect your lead. To simplify things more, use the first line if you need goals, and use the fourth line if you need to prevent goals.
Defensive lines don't carry as noticable a change... although your better defensemen will be on the first line. You also have seperate lines for penalty killing and power plays... you'll probably have two different lines with the first one being the better (although you probably won't notice a huge difference here either). You don't have to change goalies within a game unless one of them is really struggling... they won't get tired through the course of a game (at least, I've never seen any other games where they do).
You can set line changes to "auto", which will have the computer automatically change your lines when it deems them necessary. You might want to be wary of this, since games are notoriously bad for choosing poor times to change lines. I'm not sure if 2K3 is bad for this or not, but I've seen games where your team will suddenly change lines in the middle of a good play. Most of the time, it's a minor annoyance, but there's always a chance it could cost you a goal.
It's probably also worth mentioning momentum as well... pretty much all modern hockey games include this as a feature. Generally, as each team gets more (or less) confident, the momentum of the game switches. You can sort of exploit this to your advantage... if you're losing the game, you can start some fights to try to motivate your team (and intimidate the other team). Scoring a goal will often affect the confidence of your team, and sometimes ruin the confidence of the opposing goalie. I've played many games where the score was tied until halfway through the third period, and I scored 3 or 4 goals quickly because I broke the goalies confidence. Scoring goals, winning fights, and playing physically (without getting penalties) can all add to your momentum.
Hope that helps
--Zero