Service Pack 2 adds a new command to repair the Winsock corruption problem that can be caused by adware, spyware, or some other causes. Try this:
Open CMD.exe (START -> RUN -> CMD)
netsh winsock reset
This cammand is safe to run. What it does is removes all the non-standard LSP (Layered Service Provider) entries from the Winsock catalog. You may have a bunch of bad ones jammed in there from adware, spyware, etc; even after removing the spyware, etc. completely.
After doing this, you will need to reboot your Windows XP SP2 machine for the setting changes to take affect.
If you're really curious, you can use the command:
netsh winsock show catalog
It will display all teh entries.