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I did some checking and found that MS forgot to install MS01-022, and MS02-008. According to folks on the mailing list it looks like it didn't remove a hotfix from SP2 (MS02-024) which means it most likely wasn't included in SP3.
Actually, there was a bug pre-SP3, in which, after you install these two security patches, they still appear as if they have not been installed by many programs which keep track of which patches you have installed. With Service Pack 3, however, both of these issues have been resolved, but they are integrated in another form (so, technically, you are right that the patches weren't installed, but the problems are resolved). Hope this helps you.
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Forgot to ask this question...Is it better to select the option for "network install" or to run the sp from the MS site? I can do either here...granted, downloading a 121MB file via ADSL isn't my idea of a fun way to spend time.
Honestly, since you do have a fast connection, I would recommend downloading the entire installation file. The reason for this is simple: say that you have to reformat your computer or update the system with Windows components which you previously had not installed (such as IIS), you will be required to re-run the Service Pack. If you have the entire file already available, it's quite simple to do so again. Just my opinion, though.