You can only place <h2> elements within <a> elements if you’re working with HTML5, which allows any other elements within <a> elements. Previous specifications (or current ones however you want to look at them) never allowed this.
The usual way of doing this is to place <a> within <h2>. This works, has always worked, and has been the only valid way to do it before HTML5, for heading links, as the link refers to the text in that heading. You rarely need to place <h2> within <a> unless that <h2> is part of some more complex structure which functions as a hyperlink as a whole.