I finally decided to upgrade to IE7 on my main PC last night and when I went to MS Update, they offered up SP3. So I downloaded and installed it. During the reboot, it went to a XP loading screen and said "please wait". I waited 10 minutes after the last HD noise and had to power it off. It hadn't locked up but nothing was going on. I booted again and it works fine, everything seems to be installed, so I think I'm good.
Just not sure wtf happened. I don't notice anything different either.