Today I have been having fun installing Visual Studio 2005 SP1 on my Windows Server 2003 SP2 machine. It seems that after waiting a good hour or so of it extracting, verifying and lots of other things ending in -ing, it failed.
The time is bad enough thouh not without good reason as Heath Stewart explains.
This is not an issue with the Service Pack but a known issue with installing large patches on Windows Server 2003, a fix for which is available here. Note this is only for W2K3 and then only for large patches that throw the "Digital Signature" error.