I would by-pass SP2 and go straight for SP3. It includes everything that SP2 did, and more.
Two methods for that;
1] Turn on Windows Update in the Control Panel, and let that find the updates for you, or
2] Goto Start > Windows Update, and visit the Microsoft Update web site using the default Internet Explorer.
ANYBODY OUT THERE KNOW HOW TO UPGRADE MY WINDOWS XP,PRO(SP1)-TO WINDOWS XP,PRO(SP2)- I,JUST NEED TO UPGRADE. I DON`T WANT TO LOSE ANY OF MY UTILITIES OR PROGRAMS THAT CAME WITH MY COMPUTER. IF ANYONE KNOWS WHERE TO GO, AND WHAT TO DO, THAT SURE WOULD BE HELPFUL. THANKS