XP SP2 will support data execution prevention and no-execute page protection features (when PAE mode is enabled) of computers that have processors that support this feature.
According to Microsoft documentation at http://www.microsoft.com/downloads/details.aspx?FamilyID=7bd948d7-b791-40b6-8364-685b84158c78&DisplayLang=en#filelist, the only currently shipping chips are AMD Opteron and Athlon 64-bit that support 32-bit and 64-bit operating modes. You will need to query members listed at the above site to determine if there are any new additions to these processors, and where they are used. The benefit here is that it can prevent the execution of code from areas in memory marked for data; in essence, it prevents an attack that leverages a buffer overflow to insert malcode into memory areas where it currently (on non no-exec processors or no-exec capable processors without XP SP2) will be executed.
This was first published in June 2004