First, you can (and should) download the full SP2 file, which is about 250
meg. Install from that, rather than online. This is much more reliable.
It also gives you the ability to update via slipstream your SP1 install CD,
which means that if you need to do a repair install later, SP2 will already
be applied. Look for AutoStreamer and you can easily perform this task.
IIRC. validation comes later, for other updates. If you're anticipating
problems because, say, you know that your install key isn't legitmate,
consider getting a legitimate license. The security is only going to get
tighter.
HTH
-pk