I would just install Service pack 2 and not worry about the security patches after that since many have xperienced problems with them, and its a huge amount. I would install Service pack 4 if you are worried about beeing up2date and stuff like that but in my experience installing just service pack 2 and nothing else has worked well, at least for me. You should remember that Microsoft consider all the Windows 2000 Professional service packs as recommended upgrades not critical
dan