I would get the network installer from here then you can burn it on a CD just in case, or better yet do the slipstream and create an XP pro SP2 installer! Will be worth the hassle not to have to apply the sp2 patch seperately - is much cleaner.
once you get sp2, copy all of the files from the XP disk, go find nLite from here and slipstream SP2 into those copied files, create a new ISO of the disk and burn it. Then if you ever need to format, you don't need to go back and reinstall SP2 every time.