Usually with each service pack there are two different ways you can install it. You can either use the network installation, or you can install from the complete service pack. With the network installation all you need to start the install process is a small file that then downloads all of the SP components from MS. This is probably what the 1.9mb file is. The other type of install is where you download the complete service pack and then install from there. This would be the 125mb file.