Unable to install Windows XP SP3

I am having a real problem installing Windows XP SP3. I have been to the Windows help site and tried all of their suggestions, but to no avail. It downloads, it starts to install, and then comes up with the “access denied” message.

I am running Spybot SD resident, and AVG Free V8 (both of which I completely disable before trying the install) and also have the Windows firewall enabled.

I’m hoping somebody can help me – all the other updates work fine, it’s just this one that won’t seem to install.

This problem has even stumped the guys I work work (I’m and IT Project Administrator).