Hi Guru,
I highly encourage you to refer readme notes for database engine SP4. ReadmeSql2k32sp4.htm
It seems that you are trying to install SP4 on database engine instance. You need to use package SQL2000-KB884525-SP4-x86-ENU.EXE
You can refer SP4 download page to down load SP4 package based on product you have installed on machine. http://www.microsoft.com/downloads/details.aspx?FamilyId=8E2DFC8D-C20E-4446-99A9-B7F0213F8BC5&displaylang=en
If you run Analysis Services SP4 and Analysis services is not installed on machine, you will get an error.
I would highly encourage you to refer readme notes for package first before installing SP4.
Feel free to let us know if this is helpful.
regards...
Rajesh