Updates, corrections, patches, higher security, new features, better wizards...
Where you want me to stop? When you download it and install sp2 do make sure you follow the checklist.
1> Turn off any and all programs you have running except your ISP.
2> Close all open windows.
3> While downloading do not try to do anything else with the computer. Let it complete the task.
4> When completely finished>>> REBOOT.