I think he means, he already has XP, just wants to go to SP2 on XP. And yes it's okay, although I wouldn't jump to Service pack 2 on XP just yet, let it brew a little longer.
And it seems to me that he is asking is it OK to install SP1.1 of SW, without installing XP SP2 and it is. The link is a bonus for him to check out the system requirements from SW, because eventually SW will require XP SP2 due to future versions of SW.
Why wait? The initial bad rap SP2 got was only because of the unexpected side effects with VERY FEW programs. (because of the added security) A good IT guy WILL have no problems.
SP2 has given us NO problems here.
Remember...
"If you don't use your head,
your going to have to use your feet."