The long awaited SP2 is finally available for download:
http://support.microsoft.com/default.aspx?scid=fh;EN-US;windowsxpsp2

You can receive these updates ONLY through Automatic updates for now. The actual network install will probably be coming in the next few days.

Here are the instructions on how to get it:
http://www.microsoft.com/athome/security/protect/windowsxp/firewall.aspx