Note that the download of SP1a for "express installation" is only a small initial download. When you execute the file, you need to maintain your internet connection, and SP1a will scan your computer to decide what else needs to be further downloaded.
If you want the full download (in the event of future reinstalls), choose the "network installation". It will still only install those components specific to your computer, but the whole thing is well over 100 MB (which is OK if you have braodband).
Note also that SP1a does not contain the java virtual machine. You'll need to download and install it. click here
In future, you can turn off Automatic Updates, go to the Windows Update page, click Personalise Windows Update, and tick the box for displaying Windows Update Catalogue. Click Save Settings. This will appear as an extra item on the left near the bottom. Let Windows Update scan your computer for necessary updates, then click Windows Update Catalogue and search for the relevant updates. You can then save the downloads to your hard drive for future installations.
Or for each scanned update, click Read More, which usually contains a link to the download page for your OS, and download from there to your hard disk for future use. Better still, if you have a download manager, right cick the download button and click Download with [your download manager], which is usually quicker.
I haven't been able to find the pages but I d/loaded the SP-1 update,saved it and the XP OS into a folder on my puter,then burnt the SP-1 update AND XP onto a cdr,so I can simply install this.I followed the instructions at the site to the letter,around 12mths ago.