installation question (XP SP 1 what?)

From: Bill Bernat (bill.b_86_ernat_at_nau.edu)
Date: 07/29/04 

Date: Wed, 28 Jul 2004 15:26:50 -0700

VS 2003 wants me to get security updates from
http://msdn.microsoft.com/vstudio/security and then install IIS -- as
installation prerequisits.

When I install IIS, it asks for the XP SP 1 CD (or files). I've downloaded
XP SP 1, but the files it searches for don't seem to be in it (admxprox.dll
is one example).

What the heck files does IIS need to install and where do I get them?
(http://msdn.microsoft.com/vstudio/security) is too vague.

Any help much appreciated, thanks!

-billb