As you might already know, Windows XP SP2 has been retired, and cannot download automatic updates anymore (except to update to SP3).
If for some strange reason you cannot upgrade to SP3 (some incompatibility with a business critical app that is no longer supported by it's vendor) there is a way to fool SP2 into thinking it is SP3 and therefore allowing automatic updates to still occur. This is foolish if there is not a VERY good reason to avoid SP3, but here it is:
Go into the registry and edit this key: 'HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\Windows,' edit the DWORD value 'CSDVersion' from 200 to 300, then reboot.
I strongly recommend just updating to SP3, or better yet, buy Windows 7. ...but, if you have to stay on SP2, now you can, and not miss out on all of the patches.
There is no guarantee that this will not eventually run into a patch that will just break something, as Microsoft does not test the patches for SP2 compatibility any more, so if your computer tells the update server it's SP3 it will send you patches meant for SP3. Likely those patches will work, but there is some risk that they will not beacause they expect certain components that were updated in SP3 to be there.