The juggling i KOF doesn´t work like in a 3D-fighter, it does that in AOF3 like sounthtownkid said.
For the most part you´ll have the chance to nail a DM/SDM, a special or a jumping attack. Some of the most know examples of this are Kyos juggle which have been around for awhile.
qcf+D, D > qcb,hcf+P
In Kof 2001 thought, you can expand it by supercanceling the hcb+B-move. Also in 2002 if you´re in max mode.
qcf+D,D > hcb+B > qcb,hcf+P
You saidyou were playing 00, which makes this alot more interresting. The strikers in 2000 are very important, the can keep you opponent in the air as well as lifting the up fromn the ground in some cases. Here is an example with Lin, Ryo as striker.
dp+C, call ryo as the move is about to end, repeat until you don´t have any more striker bombs > DM
Must be done in corner thought.
There´s much to learn about juggling, especially in the parts with strikers. I would say that i´m still a newb in that department.