I got to see a old server box running sql server 2000 with no service pack. On recommending to install SP4, I was given a SP3a CD. Anyways I tried to install it... but while installing it received an error "A previous program installation created pending file operations. You must retart the computer before running setup." ok you will say what a big deal-just restart the box. But probelm was it came up no matter how many times you reboot.

the solution was just deleting PendingFileRenameOperations key from HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Session Manager
then repeating for ControlSet001, ControlSet002 ... if required
This may solve this problem but might give other problems like I got (error running script: sp3_serv_uni.sql(1) etc.)
but better solution - just installing latest SP4