XP Service Pack 1 Installation Error

I have had great difficulty trying to download Microsoft SP1 for Windows XP Pro. The download usually stalls near the halfway point.
I got the SP1 CD-ROM and upon running the setup I received an invalid Win32 application error.
Everything is running on the NTFS format and this is the only operating system on this desktop and not networked.
Has anyone else had this problem and what is the solution to get the Virtual Machine installed on Windows XP Pro?