Turn off your Auto updates and go download this file.
It's the standalone full SP2 installation.
http://www.microsoft.com/downloads/deta ... laylang=enSave it to a safe place for later use in case you need to re-install at a later date. (on CD-ROM or another hard disk or partition.) SP2 is standalone and should be run directly after installing windows XP on a formatted hard disk.
It also installs just fine over all previous updates, but I don't recommend this.
So far the only updates I'm aware of to SP2 have only to do with certain hardware or software configurations which are causing problems, and the majority of people can turn off the potentially dangerous auto updates.
When you originally got the update, it would have put an entry in your registry and waited for you to confirm the installation. You have hit the wrong button accidently and you have lost it. It will be there somewhere in a temp file, (unless one of your file cleaners has wiped it!) but I doubt that it will ever be of any use, as it would be a custom version based on what the update site decided you needed.
Since that program has failed to restart, the "custom SP2 install won't work anymore in my opinion as the registry tag is either corrupt or missing I believe.
The main benefit of WinXP SP2 (suitably configured) is the most stable operating system I've witnessed in 16 years of computing. nuff said
Good Luck

Mainboard: Asus P5K-Premium, CPU=Intel E6850 @ x8x450fsb 3.6ghz, RAM: 4gb PC8500 Team Dark, Video: NV8800GT, HDD: 2x1Tb Samsung F3 RAID-0 + 1Tb F3, PSU: Antec 550 Basiq, OS: Win7x64, Display: 24&