You can use the /integrate switch on all the ones that are .exe. If you then go to footnote 1 you will see the original files for the ones that are turned into add-ons.
It's really better to use nLite. It will do a real slipstream unlike /integrate. /integrate will make all the updates install at T-13 minutes. Just download nLite (Google it), make sure you have .NET 2.0 so nLite can run and add all the files my script downloads to the Hotfix, Add-ons and Update Packs section. It's really quite simple. Also activate Bootable ISO in addition to Hotfix, Add-ons and Update Packs as shown in image #4 of these images... http://xdot.tk/nliteimages.html
When you are done you will have an XP that is secure out of the box and Windows Update will show no high-priority updates pending.
Also, just a word of caution. If you slipstreamed SP3 using Vista or Windows 7, your product key will not be accepted. Did you slipstream SP3 on a computer running Windows XP?
Edited by .X., 09 October 2011 - 08:40 PM.