SP2 will not install

When I try to install SP2 from either Microsoft's website or from the CD they sent me, I get an "Access Denied" error message. I can not tell you which file it denies writing to my hard drive. I took all the precautions I could think of, Ad-ware, Hyjackthis, virus scan, all come up clean. I am the admin on my PC so there is nothing that would prevent me from installing this as it relates to read/write capability on my PC.

Anyone else have this issue? How do I correct this issue?

 

RGettler--Perhaps some help here
http://support.microsoft.com/kb/873148
I assume you have WinXP SP1 already installed.
If you need them, more ideas here
http://www.google.com/search?source...2004-31,GGLD:en&q=install+SP2+"Access+Denied"