INTRODUCTION
Microsoft Windows XP Service Pack 2 (SP2) introduces a number of new features that help increase the performance and the security of your system. These changes also affect the operations and functionality of some programs.
MORE INFORMATION
The programs that are listed in this article may experience issues after you upgrade to Windows XP SP2. You may not notice some of these issues. Additionally, software vendors may have resolved some of these issues. Contact the software manufacturer or vendor for more specific details.
You can also search the Microsoft Knowledge Base for specific issues that are related to your program and for the effects of the increased security features that are offered in Windows XP SP2. (Use the WINXPSP2 keyword in your searches.)
Many of these issues are related to the introduction of the Windows Firewall feature.
For additional information about Windows Firewall, click the following article numbers to view the articles in the Microsoft Knowledge Base:
842242 Some programs seem to stop working after you install Windows XP Service Pack 2
842242 Some programs seem to stop working after you install Windows XP Service Pack 2
875357 Troubleshooting Windows Firewall settings in Windows XP Service Pack 2
875351 You receive a "Data Execution Prevention" error message in Windows XP Service Pack 2
To see this list please refer to this link
Programs that may behave differently in Windows XP Service Pack 2
Source:
M$
PS: Slickvic78 have post also something about that here
http://www.betaone.net/index.php?showtopic=33054