If you have MS’s Automatic Updates running you should have gotten it already. If you have AU disabled or it isn’t working correctly you can manually download and install XP SP3 here: http://www.microsoft.com/downloads/details.aspx?FamilyID=68c48dad-bc34-40be-8d85-6bb4f56f5110&displaylang=en
It may require you to install some other components including the software piece that verifies that you have a genuine version of Win XP.
Installation takes ~45 minutes.
Thanks to all of you.