Sam,
When you install a service pack for Windows 2000 and later, the operating
system caches the service pack files and keeps them on-hand for when
additional components are added. When you add a component to Windows that
wasn't present when you installed XPSP2, the operating system will
automatically apply any patched files to the component you install to keep
your system up-to-date. As MS likes to say, "this is behavior by design".
Don't worry, you don't need to keep a copy of the service pack on-hand; you
should never be reinstalling service packs on Windows 2000 and newer
operatings systems. However, if you would still like to have an extracted
copy of the service pack "just to have", download the "network installation"
of the service pack from Microsoft, and execute it from a Command Prompt
using the "x" switch to extract it, but not apply it.
WindowsXP-KB835935-SP2-ENU.exe /x
This will ask you for a destination directory for the files, and extract the
service pack which you can then burn to CD-R for keeping. Keep the I386
folder that it creates even though it's only a masthead for other folders.
http://support.microsoft.com/default.aspx?scid=kb;en-us;327393