Note To Self: Forests in Windows 2000 Operational Mode...

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Forests operating in Windows 2000 mode do not have Forest Trust Types.  In order to a Forest Trust instead of an External trust, raise the operational level of the forest to Windows 2003 to get it to work.  I was trying to create a 2-way trust, but it didn't show any options to select a Forest trust instead of an External trust. See https://support.microsoft.com/kb/322692 for more details.