It does security wise for sure, helps a lot when you have a Windows XP SP3 integrated disk in case of re-installation as would save good 200 MB update download
Its better to install all patches and service packs on windows as it is very vulnerable to security threat.
Cooldip, for most of the people here, DVD provided by Digit doesn't work, so its of no use. He will have to get it from someone else.
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