IIRC, SP3 requires a minimum of SP1 to be installed first.
Support for XP that does not have SP3 installed has, I believe, ended. SP3 will continue to be supported till 2014 (?).
So yes, most users would consider that SP3 is indeed necessary.
The link above provided by spannersatcx will download a file that can be saved (I have it on a dedicated MS folder, and a USB stick) and then the installer transferred to any computer for install.
The Windows installer may need to be updated to the latest version, if it's been a while since this was last updated.