Simply go to the wndows update site, and do a custom search. If it offers you SP2 then you don't have it.
You can also go into add/remove programs and click on windows components.
If you have a registered "legal" XP copy go for SP2, but if you have a borrowed, copied or cloned version, stay away from service pack 2 cause your gona have problems. Gates (the Pirate) with his SP2 wants to end piracy of his software!