Recently, I have been getting several questions regarding whether SQL Server 2008 or SQL Server 2008 R2 is support on Windows XP x64. The simple answer is yes. The confusion comes in around the service packs for Windows XP x64. If you search the internet for Windows XP x64 information, you will see several references describing how Windows XP x64 came to be. One of the better articles is http://en.wikipedia.org/wiki/Windows_XP_Professional_x64_Edition and looks fairly accurate.
Basically, Windows XP x64 is really Windows 2003. The Service Packs (SP) for Windows 2003 (http://www.microsoft.com/downloads/details.aspx?familyid=08FEC2F5-6E3B-4E0D-9314-646414D0A421&displaylang=en) will apply to a Windows XP x64 system. The latest SP for Windows 2003 or Windows XP x64 is SP2, where the latest SP for Windows XP x86 is SP3.
The SQL Server documentation is not accurate.