My mate has one of these and asked me to transfer some CD albums onto it for him.I dont have SP2 either.
What I found was that the transfer of files from hard disc to the go gear seemed particularly slow, I used the musicmatch jukebox that came with it to rip the tracks and then the synchronise function - got there in the end, but it wasnt the most user friendly device (My daughter has an ipod and that works like a dream comparatively and speedwise). Not much help I appreciate, but I did it for him on a couple of occasions,after the first time I gave him the go gear back (with the stuff on it) and deleted all the software, subsequently re-installed it for the second attempt. So to answer the question, I dont believe you MUST have SP2 installed to do this,