Hey AT, not sure if you got anyone that could at least fake intelligence on Microsoft's first tier support lines, but try this link:
Windows XP Service Pack 2 Stand-alone
This should update you to SP2. Then, if I remember correctly, you will have to do Windows Update three times; once to update the Windows Update ActiveX control, once again to update the Windows Update ActiveX control, and then one final time to actually update Windows. I have no idea why they make you do it that many times, I think someone just screwed up and didn't combine the updates to the Windows Update software.