Hi Antony
Service Packs are 'cumulative'. This means that in 'later' Service Packs all
previous Service Packs are included. For example, in SP4 there are SP1, SP2
and SP3 contained.
So you are fine with just installing SP4 ;-)
NOTE: Always backup your system *before* installing and please choose to
archive the files during Setup as this will allow you to roll back the SP
Installation in the unlikely case that problems would occur.
2nd NOTE: SP4 does not contain the Update for the MS Blaster Worm. If you
haven't already installed it, visit Windows Update to get it or download it
manually.
Please do also ensure that your Internet Explorer is updated with the latest
Service Pack (available on Windows Update too)
To learn everything about the MS Blaster Worm and how to protect yourself
best, go to:
http://www.microsoft.com/security/incident/blast.asp
Hope this helps. Regards,
Fabio