Yes, ALL.
They may not have been lying to you, but certainly were ignorant. What a waste of time, I thought everybody knew that OS service packs were cumulative, it says so in every release, time after time, but all the time you see in newsgroups like this, "do I have to install all the others SP's first?"
Only non-OS SP's are non-cumulative. Not only that, with Win2k and higher, service packs don't have to be reapplied after installing new components from Windows Setup (such as new networking services) because the OS recognizes that an SP has been installed and gets the files from the SP.
Info about service packs
"Service Packs are Comprehensive
Service packs have a significantly larger scope than patches. This can be measured in three ways:
Service packs address a wide variety of bugs. Every service pack addresses not only security bugs, but also bugs affecting stability, performance, proper operation of product features, or other areas. In contrast, a patch is tightly focused on one and only one issue.
Service packs resolve minor as well as major bugs. On the other hand, we know that customers have things they'd rather be doing than installing patches, so we only develop patches for issues that warrant the disruption they cause.
Service packs are cumulative. Every service pack is a "roll-up" of all previous service packs for that product ? for instance, Windows NT 4.0 Service Pack 6a includes every change made in Service Packs 1 through 5. Moreover, whenever we release a patch, we always include it in the next available service pack. "