The following query lists the Project plans in Project Server 2003 which doesn’t have their WSS configured alongwith their ProjID & Wproj_ID.. Run this query against your Project Server database.
select proj_name, proj_id, wproj_id, wproj_sts_subweb_name from msp_web_projects where wproj_sts_subweb_name like ‘none’ order by proj_name
(I can’t guarantee issues which might arise due tho this code.)
Later you can use Manage SharePoint sites page & create WSS sites for the project plans in the list.