Ah right, so I was wrong in thinking that. Isn't it true though that all Windows now are shipped with SP1, and most people probably would have it?
A way to find out then:
Go to The Control Panel, then go to System.
Now go to the General Tab. If it says Service Pack 1, or 2 underneath the System list at the bottom, then you'll need to install it using Windows Update on an internet connection.
You can order Service Pack 2 I think from Microsoft directly though, and some magazines gave it away not that long ago.
I hope this helps