I'd try the SAFE MODE install, but have you completed the steps noted at http://www.microsoft.com/windowsxp/sp2/sp2_whattoknow.mspx Many will not do Step 3.
Some will not be logged on as Administrator or have used tools to lock the home page or stop services... that are now needed.
Best of luck.
PS. Your subject title doesn't match your content well?
I have tryed to download SP 2 seven time, once through windows updates, 6 times with MSN SP 2 CD, each time, when download is almost complete, I get the following (access denied} I received an E mail from MSN telling me my problem is I don't have correct permissions to access related folders and registry keys. I've made the corrections they have suggested, however I still get the same message Access Denied.