I believe I was looking for various Sonic fangames on SFGHQ. Ended up finding a version of SRB2, but it must have been a REALLY early version because the title screen was completely black. I want to say it was Demo 4, but I'm really not that sure. It definitely wasn't the latest version - SRB2 1.08 was definitely out by then.
At this time, it was just a basic fangame I didn't much understand. Though one day, I noticed a "Multiplayer" button, and attempted to join some servers. It was a bit odd though, as all the server names appeared just as a single number, and every time I tried to join one it said I was missing either $$$.sav, or srb2.srb. At this point I was curious and decided to Google the issue, and found out that SRB2 1.08 was released. I ended up playing it a bit - even on some servers, iirc - though didn't get too much into it. I ended up picking the game back up later after 1.09.4 released, and that's when I really got into the game.