What AV do you use, Rossian?
I have friends who had interminable problems trying to install a SP on XP, while Norton 360 was guarding the fort. (Some error messages would have been nice, but '360 don't do that too well, apparently.)
The answer ended up being to uninstall the AV, uninstall the (partially installed) SP, reboot, install the SP properly, then re-install the AV. Took a day and a half to work that out; an hour and a half to do once worked out.