If you don't have either of individuals service packs installed, install SP1a, available here, prior to trying to set up Windows XP SP3.
Ọ bụrụ na ịnweghị otu ma ọ bụ nke ọzọ nke ngwugwu ọrụ ndị ahụ, wụnye SP1, dị ebe a, tupu ịnwa ịwụnye Windows XP SP3.