If you tried to install SP2 on Windows 2003 you might have run into a problem with an Access Denied error. Check the file: c:\windows\updspapi.log. You will see that there is a problem deleting a registry key:
#-086 Deleting registry value “HKLM\Software\Microsoft\Windows NT\CurrentVersion\SvcHost\wugroup”
#E033 Error 5: Access is denied.
The problem is that the administrators group on has read only access to this Key.
In regedit go to HKLM\Software\Microsoft\Windows NT\CurrentVersion\
Right click on SvcHost and change the administrators group to Full Control
Fix By: C. Boessen – Write up: Timothy Conrad