MOSS 2007 SP2 error which requires Windows SharePoint services 3.0 Service Pack 2 to be installed

When trying to install MOSS 2007 SP2, you receive this error:

Windows SharePoint services 3.0 Service Pack 2 is not installed. Microsoft strongly recommends that you install Windows SharePoint Services 3.0 Service Pack 2 before installing this update. Do you want to go to the Microsoft Download Center, where you can download Windows SharePoint Services 3.0 Service Pack 2?

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