Use the full download to copy the entire Windows XP SP2 SDK to a secure computer, then selectively install individual SDKs locally or to other computers.
Click the links on the right. The File Download dialog box is displayed.
Click each PSDK-FULL .cab file to save it. Save all .cab files to a temporary directory with at least 266 MB free space (for example, c:/psdktemp).
Click BAT File for Extraction and save the batch file to the same directory.
Go to the temporary directory using a command prompt. For example: