which films did she do in the early 2000s?
Me Without You, Prozac Nation, The United States of Leland, etc.
Michelle Williams (actress)
The British film "Me Without You" (2001), about an obsessive female friendship, starred Williams and Anna Friel. 
in which medium did actress michelle williams work? Small-scale independent productions with dark or tragic themes which was her debut project? Her debut film was "Lassie"
wiki:296838
Michelle Williams (actress) [SEP] 2001–2005: Independent films and "Brokeback Mountain"
The British film "Me Without You" (2001), about an obsessive female friendship, starred Williams and Anna Friel. Williams played Holly, an insecure bibliophile, a part that came close to her personality. The writer-director Sandra Goldbacher was initially reluctant to cast an American in a British part but was impressed by Williams' self-deprecating humor and a "European stillness". Roger Ebert praised Williams' British accent and found her to be "cuddly and smart both at once". Williams returned to stage the following year in a production of Mike Leigh's farce "Smelling a Rat". Her part, that of a scatterbrained teenager exploring her sexuality, led Karl Levett of "Backstage" to credit her for being "a first-class creative comedienne".