Ok BetaOne members,
I have to think and think
The only program I found who can block the installation of the XP SP2 1185 was XP-Antispy
I Open the program, load all the default settings and turn off my modem. After the installation was just fine
Reboot the computer, load XP-Antispy, apply the expert settings and turn on my modem. Now all is working just fine
You can have XP-Antispy version 3.71 here:
xttp://www.xp-antispy.de
Thanks for your help