Support Tools are the tools that are used for performing the complicated tasks easily. These can also be the third party tools. Some of the Support tools include DebugViewer, DependencyViewer, RegistryMonitor, etc. -edit by Casquehead I beleive this question is reffering to the Windows Server 2003 Support Tools, which are included with Microsoft Windows Server 2003 Service Pack 2. They are also available for download here:
http://www.microsoft.com/downloads/details.aspx?familyid=96A35011-FD83-419D-939B-A772EA2DF90&displaylang=en
You need them because you cannot properly manage an Active Directory network without them.
Here they are, it would do you well to familiarize yourself with all of them.
Acldiag.exe
Adsiedit.msc
Bitsadmin.exe
Dcdiag.exe
Dfsutil.exe
Dnslint.exe
Dsacls.exe
Iadstools.dll
Ktpass.exe
Ldp.exe
Netdiag.exe
Netdom.exe
Ntfrsutl.exe
Portqry.exe
Repadmin.exe
Replmon.exe
Setspn.exe