Ok there are two installations I have found, one is a one-step install, the other is a 3 step install. The one step install does not say whether it supports SSE2 or not, but the disk boots on my PCs. The three step install says "SSE3 and SSE2 only" on the download, but for some reason it has taken more than 24hrs for it to download. Once I get that copy burnt to disk, I'll get back to you guys and tell you more.
Also, I am thinking that all my P4s are Northwoods, I'll verify that once I run Everest on them.