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OPen Internet Explorer and at the top click on About I think it is. In there should be a link for Updates which should take you directly to Microsoft's window update page. Follow the prompts from there.
Dude, we went to IE's page and couldn't find "about" on it anywhere. So I typed SP 3 into the search engine and found myself about to be indebted to someone in Israhel. We clicked Bye bye. This is a free download right?
I found some downloads om MS's homepage but they seemed to be rabbit trails.
Click HERE to go to Microsoft's update page. On the right side you will see the section named Software Updates. Click on the blue linked named Microsoft Update That should take you to the windows update page.