and Welcome to Bleeping Computer.
Click Start/ All Programs/ select Windows Update. It will link you to the Windows update website and show updates needed.
Select Update History in the left hand window of your screen on this site. This will show all updates, which ones failed and why.
You are probably missing previous critical updates and may have to go back and get those updates, then the Windows XP SP2 will work properly.
Follow the restart prompts in between each update as instructed until they are all done. It will take a while, but you'll be back in business and running soothly in no time.