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I tried to install MSSQL Express R2 2008 but I noticed that it needs SP3 on Windows XP 32bit.

I did install XP SP3 and did not restart the PC. When I try to install SQLServer, it asks for a restart.

How can I skip the restart within SQL Server's installation to avoid previous Windows Updates?

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why are you trying to avoid previous windows updates? you should restart your computer after installing SP3. – chmod Mar 11 '12 at 16:25
see also Windows Update demanding a reboot… – Bernhard May 12 '14 at 11:40

You can't, as the MS SQL installer will not let you advance until you've satisfied all of it's requirements. One of the requirements is that you complete any pending system-requested reboots.

As @chmod points out, not rebooting after a Service Pack install is a bad idea.

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While ago I had similar issue while installing SQL Server. And I used a registry hack to avoid restarting windows machine. Just be aware that it could lead to unforeseen issues later on. Do following steps,

  1. Fire Regedit.exe application in Windows.

  2. Go to, HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\SessionManager , and instead of “EXPANDING” Session Manager, “SELECT” it and you will see the entry called, PENDING FILE RENAME OPERATION.

  3. Take backup of registry value first.

  4. Then, If PENDING FILE RENAME OPERATION has any values just remove it and clear the value.

  5. Reboot the System and again go to PENDING FILE RENAME OPERATION and see if there is any values still available.

  6. If no value is there then simply fire the installation process.

  7. If any value is still present then simply remove that value and without restarting fire the installation process.

I had even wrote a blog post about it

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