Well, MS released Microsoft SQL Server 2005 SP2a real quick. 

http://support.microsoft.com/kb/933508

You should check your version to see if you have the latest or not (you have the latest if your file version read 9.0.3042.1).  If you downloaded after March 5, 2007, you probably downloaded the latest version which already has the fix in it.  So go ahead and read the readme file and install it. 

However, if you were agressive (like I was) you are now having to download the fix and install it.  So far the patch has installed correctly for me on about 30 different servers.  Here's hoping that they don't come out with a SP2b anytime soon!