For those who want to update their existing XP embedded Thin Client to SP3 – here are the links depending on which model you have.

5730 & 5630 (also supports 5720):

http://h20000.www2.hp.com/bizsupport/TechSupport/SoftwareDescription.jsp?lang=en&cc=us&prodTypeId=12454&prodSeriesId=3634720&swItem=vc-71017-1&prodNameId=3634724&swEnvOID=1058&swLang=13&taskId=135&mode=3

2533:

http://h20000.www2.hp.com/bizsupport/TechSupport/SoftwareDescription.jsp?lang=en&cc=us&prodTypeId=321957&prodSeriesId=3691093&swItem=ob-70258-1&prodNameId=3691094&swEnvOID=1058&swLang=13&taskId=135&mode=3

6720:

http://h20000.www2.hp.com/bizsupport/TechSupport/SoftwareDescription.jsp?lang=en&cc=us&prodTypeId=321957&prodSeriesId=3660785&prodNameId=3660787&swEnvOID=1058&swLang=13&mode=2&taskId=135&swItem=ob-70196-1

Source:http://www.techagility.info/2009/06/want-to-update-your-hp-xpe-thin-client-to-sp3/