It's all about preparing the computer for the Service Pack installation and using the full, downloadable installer for SP3. Follow the instructions in the link below:
Update: Preparing Your Windows XP Computer For SP3
Hope this helps.
Hello: I am trying to upgrade to Xp Service Pack 3. Made four attemps to download from Microsoft Download Center. Service pack three downloaded some files with in the service pack download but did not finish each time. Got this error: "installation not completed Access Denied" I followed instructions from Microsoft support.com/kb/94937 (knowledge Base) and was still unable to install XP service Pack Three. I have removed all antivirus programs to even try to install. Still get same error from what appears to be registry Problem? Any you computer savy programers got a fix or work around that I can try. Also do you know of a good anti virus program that is free that actually works? Thanks.