MCE 2005, WPA2 and SP3

Does MCE 2005 support WPA2 and wireless connections out of the box after installing drivers for WLAN (I have an Atheros AR9285)? Just wondering.

Also, is SP3 installable at all?

EDIT: There's 2 CDs. How do I put them on USB as one or should I simply install 2004?

Thanks