Try putting *.update.microsoft.com
in your Trusted Sites zone.
Do you have Active X enabled in your Trusted Sites zone?
Are you sure your computer is free of viruses/malware?
This will cause problems with the installation of SP2.
Run these online virus scanners:http://www.pandasoftware.com/activescan/http://housecall.trendmicro.com/
Also this online Trojan scanner:TrojanScan
Are you using these basic security programs?
(They're all free.)aČ freeAd-AwareSpybot S&DSpywareBlasterSpywareGuard
Turn off your antivirus and firewall before downloading the service pack and installing it.(Activate the XP firewall first..Use the built in XP firewall only).NOTE:
Do not just stop them, set them not to load with windows, or scan, on startup.
Also turn off Resident Shield and TeaTimer (and set all not to run at boot), in Spybot, if you are using them.
Also turn off SpywareBlaster, if being used.
You can go here and order (for free) the SP2 CD:SP2 CD
What file can't be found?