When trying to use Windows update to install SP3 I get the error No.
0x87FF36B7
If these methods do not resolve the installation problem, you may want to
contact support. For information about how to do this, visit the following
Microsoft Web site:
<http://support.microsoft.com/contactus>
<http://support.microsoft.com/oas/default.aspx?gprid=1173>
select Windows XP | select Windows XP Service Pack 3
Is IE7 or IE8 installed by any chance?