2-) every time I reboot I get a Windows message saying 
ERROR LOADING C:\WINDOWS\DOWNLOAD PROGRAM FILES\BRIDGE.DLL
That wasn't there before, it showed up after this horrible 
ordeal with SP4.
You most likely have some "spyware" type software on your computer that some of your deleting corrupted. BRIDGE.DLL is apart of some adware application per Symantec:
http://securityresponse.symantec.com/avcenter/venc/data/adware.winfavorites.html
This article also substantiates my belief:
http://www.computing.net/security/wwwboard/forum/10453.html
FYI, I have W2K SP4 running on over 1000 computers at work with no problems.
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Hi,
I'm looking forward to see what kind of answers you'll get 
here. Last year I made the mistake of accepting and 
installing SP4 imagining, obviously, that it would not in 
no way, shape or form, create any problems. The first side 
effect was the partially impairment of Norton 2003. 
Microsoft never cared to disclose this important "detail", 
i.e., if anyone dared to install SP4 Norton would not work 
properly anymore: I was never able to defrag with Norton 
after installing SP4, anyone here can try. Norton will 
immediately open a window stating something like "Norton 
is incompatible with SP4, proceed at your own risk". 
Besides this deadly side effect, SP4 maximized my screen 
to a point that 1/8 of the original screen now occupied 
the whole screen: this could be seen at my desktop and 
inside, if I for instance launched IE Explorer. As a 
result I couldn't read or send mail, browse, research or 
use any program installed. SP4 transformed my pc in a pile 
of unusual garbage!
I then started calling friends with good to excellent pc 
knowledge, none of them could help me, nobody knew what 
the hell was going on. After a couple of days of 
desperation I decided, by myself, to remove what I thought 
to be SP4 (the package is not bundled up in one file, it 
has several files and for someone who doesn't know what 
they would look like, like me, it was like shooting in the 
dark). I choose to delete what I thought were recent 
downloads. After deleting a good deal of downloads my 
screen went back to normal proportions and I was able to 
use Norton defragger and any of its collection of 
applications. 
The problem was not resolved. As I said before, I went on 
a "delete frenzy" so I know I got rid of stuff that wasn't 
supposed to be deleted. Proof of this are symptoms like 
1-) every time I try to open a file that uses Windows 
Media Player my pc stalls and I can't even turn it off 
properly, I have to do it manually.
2-) every time I reboot I get a Windows message saying 
ERROR LOADING C:\WINDOWS\DOWNLOAD PROGRAM FILES\BRIDGE.DLL
That wasn't there before, it showed up after this horrible 
ordeal with SP4.
The reasons above (and many more not listed here) explain 
why I'm so interested in the answer to your question.
Alcyone