I assume that you have a retail version of Windows XP Home Edition.
1.) Download
AutoStreamer
2.) Extract all files and run AutoStreamer.exe
3.) This is where you need to make some selections.
a.) If you have 2 CD-ROM drives place your Windows XP CD in one drive and your SP2 CD in the other and specify accordingly in the AutoStreamer selection windows.
b.) If you only have 1 CD-ROM drive you'll need to copy the contents of one CD onto your hard drive. I would recommend copying the SP2 CD to a folder and then deleting it when you're done. But this is up to you. Either way, specify your selections accordingly in the AutoStreamer selection windows.
4.) An ISO file will be created. You'll need to use a program such as Nero or CD Burner XP to burn the image onto a CD.
I hope this helps.