The Microsoft support page just says to enable automatic updates, but I've got broadband and my friend who's machine I'm repairing has a very slow connection.
Can I download it here and take over an .exe
or something on a thumb drive?
Here is a direct download to Windows XP SP3 offline install.
For your information, it is 316.4MB
Overview
Windows XP Service Pack 3 (SP3) includes all previously released updates for the operating system. This update also includes a small number of new functionalities, which do not significantly change customers’ experience with the operating system. If you're updating just one computer, please visit Windows Update at http://update.microsoft.com.
Note:
Customers running Microsoft Dynamics Retail Management System (RMS) are advised to install a hotfix for a Microsoft Dynamics RMS issue prior to installing Windows XP SP3.
DO NOT CLICK DOWNLOAD IF YOU ARE
UPDATING JUST ONE COMPUTER: A smaller, more appropriate download is now available on Windows Update. The best way to ensure you get Windows XP Service Pack 3 is by turning on the Automatic Updates feature in Windows XP. You can use our step-by-step instructions or, if you prefer, let us do it for you.
The Microsoft Download Center site is your only authorized web source for downloading a licensed copy of Windows XP Service Pack 3. To report a website offering unlicensed copies of Windows XP SP3 for download, please send e-mail to: [email protected] or visit http://www.microsoft.com/piracy/ReportingUs.mspx.
This answer to my question gives a link to a DIY solution where you can download patches offline (even from a linux machine if you wish).