I always had the install back up the current status so I could uninstall it from Add/Remove Programs. I am an SP2 uninstall pro - having now done it 4 or 5 times. But, I do know people who have NOT done that and have felt as if they are just screwed now with no way to remove it. Its nice to find the Microsoft "secret" method of uninstalling SP2.
I am now downloading a completely NEW version of Windows XP Pro that includes SP2 from the get go from the MSDN site. We'll see if that works any better than what I have tried thus far.