The SharePoint SP2 might be available as a single download but if you are using the following you will also need these separate SP2 downloads:
SharePoint Designer – Download SP2
Microsoft Search Server Express – Download Office Servers SP2
As the last link says:
Install SP2 for Other Office Products
If you have other Office products installed, please be sure to update them as well.
Seems everything works better when they all have the same updates installed. Strange that! Happy updating.
All of these updates will be sent to Windows SharePoint Operations Guide subscribers as part of their May 2009 DVD update.