there are some Microsoft Office patches/upgrades that are SP3 now, and it is likely that the next round of Windows XP patches will all be grouped together eventually into a Windows SP3.
They did this with SP2. Users running XP with SP1 would visit Windows Update and update their computers, and some references would be to SP2. It happened to me and confused me,
So, don't worry. It just shows you're uptodate.