SP3 provides much of the security that is present in Vista. It is compatible with most but not all software. I had a problem using Trend Mirco after the change and needed to download an online version to solve the problem. Be sure you backup everything you that is important to you before downloading SP3. Turn off your AV/firewall during the upgrade. You will find SP3 by clicking on the CUSTOM BUTTON. You can also find it on the microsoft site. SP3 allows new security updates.
SP3 does not like Norton stuff. I went to Microsoft site and searched for xp sp3 and one of the things listed was a list of things to check before even trying to install it. I then checked the Norton forums for people who had trouble with it. So far, I've invested five evenings in this research. Well worth the time! I have not even tried it yet, and they've been offering it to me since about June. Let us know how it goes for you.