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1. Copy the setup files of the release version of SQL Server 2005 to a folder in a local drive.

   Note You must copy all the setup files that include the Servers folder and the Tools folder to a local drive.

2. Download the SQL Server 2005 SP2 or SP3 package, and then expand it on the local drive by using the /X parameter. For example, run the following command to expand the package:

   SQLServer2005SP2-KB921896-x64-ENU.exe /X

   For more information about how to obtain SQL Server 2005 SP2 or SP3, click the following article number to view the article in the Microsoft Knowledge Base:

   913089  (http://support.microsoft.com/kb/913089/ ) How to obtain the latest service pack for SQL Server 2005

3. Note the full paths to the new .msp files in the expanded update package. For example:

   D:\temp\SP2\hotfixsql\files\sqlrun_sql.msp

4. At the command prompt, run the Setup.exe file from the release version by using the appropriate path to involve the new .msp file in the setup.

   For example, the following command uses the update package to update the SQL Server Database Engine component to the service pack level:

   D:\temp\Servers\setup.exe HOTFIXPATCH="D:\temp\SQL2005_12Procs\SP2\hotfixsql\files\sqlrun_sql.msp"

   Note After you complete this step, the installation of SQL Server 2005 is in a configuration that is unsupported.
5. Apply the service pack package by running the hotfix.exe file in the expanded location. This step applies all service pack components and returns the installation of SQL Server 2005 to a supported state

http://support.microsoft.com/default.aspx?scid=kb;EN-US;954835