Neglected updates for XP Home

We have neglected updates for our XP Home computer because of the slowness of downloading on our dial up connection. Now it tells us the version is no longer secure. Our virus protection is out of date (AVG Free) and won't download its new version as it says our system "doesn't support all functions required". Should we now try to download the updates, and if so which one - SP1a, SP2 or SP3? I don't know which we are missing, probably all of them. I tried SP3 and it wanted to take 14 hours to download - impossible. How can I get it on disc? Many thanks.

Yes you can order it on CD, see below.

Download Windows XP SP3 Installation CD or Order Online

Order XP SP3 Setup CD - Finally, if you are on a slow connection or need a more simple solution, just ask Microsoft to ship a ready-made Windows XP SP3 installation disk to your home.

Microsoft will ship just about anywhere - North America, Asia, Europe - but unlike XP SP2, you will need to pay the shipping charges which are around $11 if you are in India and $6 if you are located in US. Still not a bad option for some.