<<My first question is: Is it safe to download the updates without antivirus protection?>>
Relatively safe, as long as you have a firewall working.
The firewall is more important than the AV when it comes to providing the initial line of defense, since many of the newest forms of malware have not been included in the list of items to be defended against.
Story: I did a clean install of XP and forgot to set up the firewall before I went to Windows Update, total time from completion of install to update was maybe 2 minutes. The Blaster Worm found me because I had not set up the firewall and I learned my lesson
My suggestion is always...firewall, XP critical updates, AV, other malware defense programs.
Edit: I would go to SP3, which includes SP1 and SP2, http://www.microsoft.com/windows/products/...p3/default.mspx
If you go that route, please read all info, especially what should be done before attempting install of SP3.
All security updates should be treated as essential by any user who is serious about protecting her/his system.
Edited by hamluis, 05 January 2009 - 04:13 PM.