I found a solution for my problem.
I changed the value of CDCache in setup.ini to 0 (it was 2)
regedit --> HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Office\11.0\Delivery\
I found three directories for downloadcode and changed the values of CDCache for all of them to 0.
During installation of additional components of office 2003 (required after sp2 installation) it didn't complain about sku011.cab anymore but about another file which was not in the directory 'D:\MSOCache\All Users\90000409-6000-11D3-8CFE-0150048383C9': yt561401.cab
After I downloaded this file and placed it in the above directory the installation proceeded as it is supposed to.
NOTE: I am not an expert myself and I have to tell you to be cautious editing the system registry, I found this solution on another forum and as more people experience this problem I figured it might help someone if I'd put it here as well.