One of the changes in CMS 2002 is that your templates are now stored on the file system. When the upgrade process runs, it removes the templates from the database and places them on the file system. For each template in your old 2001 site, a template gallery item (TGI) will be created and a physical ASP file will be created in a subdirectory of NR (depending on your implementation).
Once the upgrade is complete, you can begin reviewing and converting your templates. One advantage of the new TGI/physical file model of CMS 2002 is that you can replace the underlying template file without affecting the TGI or its relationship to your postings. In CMS 2002, postings are technically associated with the TGI, not the template file. When you rewrite your ASP templates in ASP.NET, you can simply point the TGI to a new template file. The same is true with placeholders. Each placeholder control is bound to a placeholder definition, just as a template file is tried to a TGI. As you add placeholder controls to your new template, bind those placeholder controls to the placeholder definitions created during the upgrade process.