When installing service pack 2 for SQL 2005, sometimes a bug presents itself where the installer needs access to some files that are inside the C:\Program Files\Microsoft SQL Server\MSSQL.1\MSSQL\DATA folder. The bug is that these files do not have the correct permissions set. Even the Administrator does not have permission on these files. If you set the permissions for the data folder to the administrator being the owner, it will not propagate down into all the files. You have to go into each file in the data folder and make sure that Administrator is the owner and has full control of all of them. You then log in as administrator and the service pack will install successfully.