SP2 includes SP1 but you will need to do all the updates issued since the release of SP2 (August 6th, 2004).
Easiest way is to install BigFix from bigfix.com (free version) following the new XP/SP2 installation, which will find all the required updates and allow you to download and install them with the minimum loss of time and effort.
If you are able to install XP already why can't you also install SP2? If you have broadband you could burn it to a CD-R.
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