FrontPage 2002 can't do it, keep in mind blogs came after the program was
released. You'll need a third-party application to do it and there are
plenty out there. Find out what server-side languages yiour host supports,
such as PHP, ASP, CFM, ASP.Net. That will narrow your search down. Also see
if you have database capability available from your host and what type. That
will narrow it down further as the blog needs to store data somewhere. Some
blogs can store the data in XML files, but the blog engine will need special
permissions set on some files or a directory in order to do this (and some
hosts won't allow that so that could put you out of luck).
If have ASP.Net available, there's a great blog engine at:
http://www.dotnetblogengine.net/page/features.aspx that's free and can use
either a database or XML files to store the blog entries in.
Hope this helps,
Mark Fitzpatrick
Microsoft MVP - FrontPage