Microsoft has created a page listing programs that "may behave differently" after you install Windows XP Service Pack 2. I assume this is a euphemism for everything from blowing Windows into a blue screen to corrupting data. The list includes, among about 200 others: Pagemaker, Photoshop Elements, Extra!, Autocad 2004, Citrix ICA Client, ArcServe, WordPerfect Office 11, Cute FTP 5, Quicken Deluxe 2001, Office XP, Outlook 2000/2002/2003 and ZoneAlarm 5.0.590.
In addition, MS has a list of programs that are blocked by their firewall.