XP pro sp3 disc installation problem.

I have tried to install a new xp pro sp3 disc on a new computer but have been getting errors in the installation. I have tried 3 different times but it says that the disc is missing some components and when it is final it does not work properly. I talked to microsoft but they are of no help. I finally talked to a tech person that asked me if I had another disc and I have an older sp2 disc. He said to install that but when I put in the key for my new disc it does not work with my older disc. I finally put in my old key and it worked fine. THe installation went off without a hitch but I won't be able to use my old key when I activate it. When I install the sp3 download will I be able to change my key to the new disc key? Can someone help me here? I have never had this problem before.