JSI Tip 7039. Description of the contents of Windows XP Service Pack 2 and Windows Server 2003 software update packages.

Microsoft Knowledge Base Article 824684 contains the following summary:

This article describes why software updates for one or more of the products that are listed in the "Applies to" section include two or more copies of the same files. These software updates include the following:

• security updates
• critical updates
• updates
• update rollups
• drivers
• feature packs

This article also describes how to determine what files are appropriate for a specific computer.