Want to slipstream the latest Service Pack and all Hot Fixes to create an up-to-date Windows installation CD?
Then you need
http://www.hfslip.org/
You'll need to follow the instructions carefully but it seems to do a great job. The hardest part is getting all the Hot Fix files from Microsoft. There are some complete(?) lists for Windows 2K, XP and 2003 here:
http://vorck.com/windows/remove-ie.html