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there should be a folder called etho on the cd just run the installer in there and you will have the latest version of wga.
for the takmanager problem open it and go to options and tick hide when minimized.
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Use Rockxp and change the key ,problem solved .
Since the XP you have is updated to April 2007, all you have to do is visit "auto patcher" google it. This site keeps a running update of all critical updates each month. So go get mays (QMUP - Quick Monthly Update Packs) and install it. I recommend keeping a folder with the ones you downloaded and installed so you can keep track, you don't want to skip a month updating this way but you will never have to go to the MS site again and will not have to worry about validation.