I've also tried the Unofficial Service Pack 3.x versions (I think the first one I tried was when version 3.2 came out) and received errors while trying to install it (the installer was constantly looking for files, which I manually had to point to). However, after installation, everything worked fine.
I also echo some of the statements already made.
After trying out the Unofficial Service Pack 3.x versions, I preferred to go back and install the Unofficial Service Pack 2.1a.
Compared to the 3.x versions, the Main Updates from version 2.1a contains mostly a combination of the official patches that were released by Microsoft. This saves you the trouble of having to manually install all those patches one by one.
Unfortunately, version 2.1a does not contain any USB stack drivers, but the latest Unofficial Service Pack 3.x versions do.
I then just extract a file called "USBSTACK.EXE" from one of the latest Unofficial Service Pack 3.x versions (use an archive program like 7-zip to open the file "U98SESP3.EXE" and extract aforementioned USB stack file) and run that to get USB support for removable media.
Some people prefer to install a file called "nusb33e.exe, but I've had mixed results with this (like my Microsoft Sidewinder joysticks not being detected properly).
If your motherboard has a VIA chipset, and you are experiencing problems with USB devices, then it might also help to install the VIA USB Filter Patch v1.10 (usbf_110.zip).