"all" winXP disks do not come with (just) SP1. You may find some with no service pack at all.
All the WinXP that we have sold through our shop for the last 2 years have come with SP2 on the disk. You may have to order one from some software supplier, I suppose.
You can create an SP2 win installer CD through the slipstreaming process, which is found at a number of web sites, just do a search for Slipstream with SP2.
Oh yes, the answer to your question about Parallels. Parallels does not need SP2. You can install most versions of Windows. There's a list of supported Guest OSes in the Parallels user guide. Here's a list of just Windows versions that can be used.
Microsoft® Windows:
􀂃 Windows Vista Ultimate, Enterprise, Business
􀂃 Windows Server® 2003 Standard Edition SP0, SP1
􀂃 Windows Server 2003 Enterprise Edition SP0, SP1
􀂃 Windows Server 2003 Web Edition SP0, SP1
􀂃 Windows XP Professional SP0, SP1,SP2
􀂃 Windows XP Home SP0, SP1,SP2
􀂃 Windows 2000 Professional Edition SP4
􀂃 Windows 2000 Server SP4
􀂃 Windows 2000 Advanced Server SP4
􀂃 Windows NT® Workstation 4.0 SP6
􀂃 Windows NT Server 4.0 SP6
􀂃 Windows ME
􀂃 Windows 98
􀂃 Windows 95
􀂃 Windows 3.11
􀂃 Windows 3.1
Windows 2008 (Longhorn) is supported experimentally.