Wow, does this sound familiar. A few months ago I had a similar problem. I re-installed xp on my laptop and took a quick trip to the library (I was offline at the time). While there i deceided to slip in my wireless card (i didn't know if the library had wireless at that time), and it instantly put me online. So I was just pissing around online and within 5 minutes of being online I was infected by blaster.

So after this I picked up zone alarm and NAV2k4. This made it possible for me to actually patch my laptop before getting infected.

Now, I have official microsoft update CDs (sp1a and sp2). But more importantly I have slip streamed sp2 into an XP install CD, and it also installs a bunch of drivers and programs. If you want to also setup an xp cd like this, here's a great guide:
http://unattended.msfn.org/