Your thread title is lying, the message says "Windows XP Home Edition Service Pack 2 CD".
The disk it is asking for is Windows XP, Home Edition, with Service Pack 2, not Service Pack 2 for Windows XP. This is what you would get if you bought Windows XP in a store today. if you buy a Service Pack 2 CD, it won't be any use.
The Cd you need looks like this.
Your Windows XP (RTM) or Windows XP with SP1 CD may be sufficient, so just try that.
If it doesn't work, there are more options available to you.
You could borrow a Windows XP with Service Pack 2 CD from a friend (I'd make a copy of it as well so you don't have to borrow it again). It needn't be Home Edition.
You could download Windows XP with Service Pack 2 (
warez exist!).
With a Windows XP (RTM or with SP1) CD, and the Service Pack 2 file (~250MB) you can make a CD equivilant to a Windows XP with Service Page 2 CD. This process is called making an integrated CD and also known as slipstreaming.
Note that "Windows XP with Service Pack 2" is not the same as "Windows XP and also Service Pack 2 on the same disk". This is referred to by Microsoft as "Windows XP
Feature Level Service Pack 2". I use the different name for clarity.