I'm curious why you "have" to install Service Pack 2 ?? I have Win XP Pro with SP 1, but have no intentions of upgrading to SP2 until it's been out a while. My PC ain't broke so I'm not going to "fix it".
If I were you, I'd install all the way to SP1 and then browse the forums and check with others who HAVE installed SP3. Once it's known to be okay (and/or M$ comes out with a bunch of patches and maybe even a SP2a ) then I'd go for it.
It's just that if you are rebuilding, upgrading or making a whole new computer, why add an "unknown" to a new mix ??
Get it up and running reliably with SP1 first.