When downloading software from a third-party source, scanning first with antiviral software is prudent.
The full Service Pack 2 is also available directly from Microsoft from the download center (http://www.microsoft.com/downloads/details.aspx?familyid=049C9DBE-3B8E-4F30-8245-9E368D3CDB5A&displaylang=en)* or via Windows Update found on the Internet Explorer Tools menu. A service pack update is a major change to your computer, please backup any important data before proceeding with the update. I suggest the following sequence of steps:
Download and apply Windows XP Service Pack 2.
Download and install Internet Explorer 7 (http://www.microsoft.com/downloads/details.aspx?FamilyId=9AE91EBE-3385-447C-8A30-081805B2F90B&displaylang=en).
Run Windows Update and apply all high-priority updates.
Download and install iTunes.
Then, the following is recommended but not required:
Download and apply Windows XP Service Pack 3.
Download and install Internet Explorer 8 (http://www.microsoft.com/downloads/details.aspx?FamilyID=341c2ad5-8c3d-4347-8c03-08cdecd8852b&displaylang=en).
Run Windows Update and apply all high-priority updates.
Additional Info:
How to obtain the latest Windows XP service pack (http://support.microsoft.com/kb/322389)
* Note to all readers: The software updates linked above are for the U.S. English version of Windows XP. Updates for any other localized Windows XP operating system versions should be obtained from the respective regional Microsoft web site.