Shoutbox

SP2 doesn't do much to mess up your computer. It patches stuff that'll help to keep your computer safe. You don't want your computer to be part of a spamming plot etc. Nor do you want to download activex controls without your knowledge. The pop-up blocker is quite good so you don't need all these tool bars (if you still use IE )
I do think you should have a choice whether or not to install it, but some people forget about stuff like this and get their computer hacked. If you don't like the built in firewall, you can always use a 3rd party one like norton personal firewall etc.