When Windows Service Pack 2 came out for XP you could download it for free, or Microsoft could send you a free copy of it on CD or several magazines gave away a copy of it with the magazine. You can still download it for free now from various sites.
A friend of mine recently went to PC World (in Poole, Dorset) and there they charged him £15 for a copy of SP2 on CD-R. I thought this was way out of order. Are they allowed to do this?