MS will soon be releasing SP3 for XP. It will come out as a high priority upgrade. If you have your settings set for auto-update it will automatically grab and install it whether you want it to or not.
Although MS is stating that there are no significant changes in SP3, there ARE some security "enhancements", so I'd wait awhile before installing it. See how it pans out for a few weeks, otherwise you might have issues with BW and other apps all over again.