Steve, they will fit but you will not gain a wider ratio box with the 02 trans. Both the 02 and 03 have exactly the same 1st 4th and 5th gear ratios.
I ditched my 99 trans for an 02 trans. That made a significant difference as the 99, 00 and 01 trans are close ratio.
If you run the older KDX trans, you will run the risk of snapping the mainshaft at the bearing where it reduces down to accept the clutch hub bearing - as I have done in the past.
If you do install the 02, I would be interested in buying the 03 parts as they will fit my "doctored" trans.
PK